The combined model signal. Higher positive values lean more bullish, and more negative values lean more bearish.

Recent price trend over 3, 5, and 20 trading days. Positive means recent gains; negative means recent weakness.

The average intraday move over the last 5 sessions, measuring whether closes have tended to finish above or below the opens.

Annualized realized volatility over the last 20 trading days. Higher volatility usually makes the model more cautious.

Distance from the 20-day and 50-day moving averages. Far above average can hint at mean reversion risk; far below can hint at rebound potential.

The overnight move implied by the latest open versus the prior close. It helps anchor the expected opening level.

The latest daily high-low range as a percent of price. It helps size the expected forecast bands for the next session.

Five-day macro signals. Rising VIX often pressures risk assets, while yields, crude, and the dollar can shift market tone depending on regime.

Recent moves in the matching index futures contract. These help the model incorporate overnight and short-term forward-looking market tone.

A practical band around the model's expected opening print, based on recent gap and range behavior.

The model's expected closing range if the next session behaves broadly in line with recent realized volatility.

Simple upside and downside scenario markers around the base close forecast. They are scenarios, not guaranteed limits.