No free historical GEX exists: probed the CBOE chain endpoint with date/dt query
params (both silently ignored, returned today) and dated/historical paths (403),
and the CBOE index-history CSVs are 403 too. The forward recorder stays the only
path to GEX history.
But the options market publishes its per-instrument view of future range as the
CBOE vol indices, and FRED carries the whole family free with 15-25 years of
history - screenable today with the existing collector and harness. Fetched
GVZ (gold), OVX (oil), VXN, VXD, RVX, VIX3M.
HEADLINE - XAUUSD: gvz_chg5 (gold IV 5-day change) MI 0.02103, MI|vol 0.01971,
p=0.002. That is 3.6x the trailing-range positive control and 4.6x the vix_chg5
this project currently ships on gold - the second-largest incremental MI of the
whole campaign, on a symbol that carries exactly one screened feature today.
Vol-change is incremental on all four symbols: SP500 (known), USDJPY vxd_chg5
0.00492, and EURUSD vxd_chg5 0.00412 / vix_chg5 0.00379 - notable because
EURUSD has no screened features at all and its own trailing range is a weak
control there, so external vol carries information its own history does not.
Caveats recorded in the script and memory: SP500 within-family ordering
(VXN > VIX3M > VIX, all ~0.031-0.038 conditional) is a best-of-N artifact and
must not be cherry-picked; XAUUSD noise control misbehaved this run (MI|vol
0.00271 p=0.002), so anything under ~0.003 conditional on gold is unresolved -
gvz_chg5 at 7x that floor is unaffected; EVZ (euro IV) is DISCONTINUED since
2025-03 and must never be wired.
Nothing wired - the EA is mid-deploy and this would re-key every model again.
Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
