SIGNAL ENGINECROSS-REFERENCE
10-SOURCE INTELLIGENCE MATRIX
Each data source connects to the options terminal through a specific route. The goal: multiple independent signals converging on the same thesis = high conviction. Single-source signals = speculation.
HIGHFoot TrafficLead: 2-4 wk
Connects to: Earnings surprise probability → Feeds: IV surface mispricing
Route: Traffic ↑ → Revenue beat likely → IV overpriced pre-earnings → Sell vol or buy directional
HIGHCredit Card SpendLead: 1-3 wk
Connects to: Same-store sales proxy → Feeds: Sector rotation signals
Route: Spend shift luxury→discount → XLY puts / WMT calls → Check cross-sector gamma walls
MODERATESatellite ImageryLead: 1-2 wk
Connects to: Parking lot density = traffic → Feeds: Revenue estimate refinement
Route: Parking ↓ 15%+ → Revenue miss risk → Put skew steepens → Vanna confirms via surface
MODERATEShipping/LogisticsLead: 4-8 wk
Connects to: Supply chain health → Feeds: Inventory cycle timing
Route: Container volume ↑ → Restocking cycle → SSS beat in 6-8 weeks → Long-dated call spreads
LOWSocial SentimentLead: Hours-days
Connects to: Retail flow catalyst → Feeds: Gamma squeeze detection
Route: Sentiment spike → OI concentration → Speed surface peak → Short-duration gamma trade
LOWWeather DataLead: 1-2 wk
Connects to: Traffic modifier (±10-20%) → Feeds: Seasonal adjustment error
Route: Severe weather → Traffic miss ≠ demand miss → Vol overreaction → Mean reversion play
MODERATEJob PostingsLead: 4-12 wk
Connects to: Expansion/contraction signal → Feeds: Long-term growth thesis
Route: Hiring surge → Store expansion → Cap-ex → Revenue growth thesis → LEAPS calls
MODERATEApp DownloadsLead: 1-4 wk
Connects to: Digital engagement proxy → Feeds: Omnichannel health
Route: Downloads ↑ → Engagement growing → Same-store traffic validation → Confirms beat thesis
LOWRent/CRE TrendsLead: 8-16 wk
Connects to: Store economics viability → Feeds: Margin compression risk
Route: Rent ↑ → Margin pressure → Even with traffic ↑, EPS miss → Theta surface reveals bleed
STRUCTURALFed Funds / MacroLead: Immediate
Connects to: Consumer confidence + rates → Feeds: Rho surface + duration exposure
Route: Rate expectations shift → Rho surface tilt → Duration-sensitive names re-rate → Term structure regime