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The day, read as an auction.

SAGE draws the levels that decide a session, the opening range, the initial balance, the prior day's value, session VWAP with its bands, the overnight range, and virgin POCs, then names the day's type, the active rule, and the price that would invalidate it.

Σ SAGE, the Sigma Auction Guidance Engine
Invite only Source protected Never repaints No win rates or backtested claims Intraday, 30 minutes or less
Request access on TradingView See the read
01

One card, three ways to run it.

Every row answers a question you would otherwise answer by eye. Each read names the rule behind it, so you can disagree with it on purpose. Pick the preset that matches how you trade, the engine is identical, only what it shows changes.

Σ SAGETrade preset · ES1! · 5 min · 13:05 ET
Σ SAGEES1! · 5 · ET
BULL 5/5
State
IBH accepted, extension to 7852.75 / 7861.25
Day
In range, out of value ▲ → B expected → trend ▲ since 12:30 ET · one timeframing up · pullbacks stay shallow
T▲ Morphed
Setup
IBH held 30m ✓ → extension · target 7852.75 then 7861.25 · fails below 7844.00
IBH held ▲
Value
Higher than PD value
Bullish
Next
▲ ON HIGH 7867.25, up 1.25 · ▼ PD POC 7863.75, down 2.25
▼ 2.25
Ranges
IB 17.25 pts (30D avg 29.00, hi 57.75, lo 8.50) · ORB ▲ 10:50 ET 1.272 ✓ 1.618 ✓ 2.0 ✓
Narrow
Volume
Bar 2.1× the session average · last 5 1.4× · expanding
High 2.1×

Six rows, the key levels, and nothing else. The chip on the right is the read at a glance, the sentence beside it is the reasoning, including the number that invalidates it.

Σ SAGEES1! · 5 · ET
BULL 5/5
State
IBH accepted, extension to 7852.75 / 7861.25
Day
In range, out of value ▲ → B expected → trend ▲ since 12:30 ET · one timeframing up · pullbacks stay shallow
T▲ Morphed
Setup
IBH held 30m ✓ → extension · target 7852.75 then 7861.25 · fails below 7844.00
IBH held ▲
Value
Higher than PD value
Bullish
Next
▲ ON HIGH 7867.25, up 1.25 · ▼ PD POC 7863.75, down 2.25
▼ 2.25
Ranges
IB 17.25 pts (30D avg 29.00, hi 57.75, lo 8.50) · ORB ▲ 10:50 ET 1.272 ✓ 1.618 ✓ 2.0 ✓
Narrow
Volume
Bar 2.1× the session average · last 5 1.4× · expanding
High 2.1×
VPOC
▲ 0 above · ▼ 1 below · next 7811.25
More below

Study adds the rule rows, the 30 minute rule, the 80% rule, virgin POCs, and every level group, including the OR 2.618 and IB x3 extensions. A rule row is dropped whenever Setup is already spelling that rule out, so no two rows ever say the same thing. Here Setup is on the 30 minute rule, so the detail row steps aside and the virgin POC count takes the space.

Σ SAGE
BULL 5/5
Day
T▲ Morphed
Setup
IBH held ▲
Value
Bullish
Next
▼ 2.25
Ranges
Narrow
Volume
High 2.1×

Phone keeps the chips and drops the prose, so the whole read survives a 390 pixel screen. Same engine, same alerts.

The chip in the header

BULL 5/5 counts how many independent reads agree. It is a plain count, and TradingView names all five when you hover it.

  • ▲LocationPrice against prior day value: above the value area high, below its low, or inside.
  • ▲ValueToday's developing value area against yesterday's: higher, lower, or overlapping.
  • ▲30 minute ruleThe initial balance break that held. A failed break votes the other way.
  • ▲ProfileThe shape family the session is building: P or trend up, b or trend down.
  • ▲VWAPWhich side of session VWAP price is trading on.

A unanimous count is a day to hold through pullbacks. Two or three is a day to trade the edges. VWAP is the vote that flips fastest, which is what the sigma bands are for: price can be on the right side of VWAP and two standard deviations stretched at the same time, and those are different trades.

02

A real plan before the open.

In the hour before the open, the card becomes a plan: the gap measured against yesterday's actual close, where that puts price relative to yesterday's value, and what each opening location would mean. It is the same card, filled with the only four things that matter before there is a session to read.

Σ SAGEPre open brief · ES1! · 08:42 ET
State
Before the open, 48 minutes to the bell. This is the plan.
Gap
33.25 points below yesterday's close of 7875.25 · 1.3 times the 30 day average gap
Below value
Value
PD VAH 7886.25 · POC 7879.375 · VAL 7871.75
68%
If
Above 7886.25 → out of value, 80% watch. Inside → a D day is expected, fade the edges. Below 7871.75 → out of value, 80% watch.
Plan
Levels
PDH 7897.50 · PDL 7860.25 · ON high 7884.50 · ON low 7832.50
Set

Real output from October 7: ES gapped 33.25 points below the prior close and opened below value, so the 80% rule was live from the first bar.

03

Levels that stop at the close, titled where they end.

Every level is drawn for the session it belongs to and stops at the bell instead of running across the week. Titles sit at the end of their own line, and levels sharing a price share one title instead of stacking on top of each other.

ES1!5 min · New York · one sessionO 7,830.00  H 7,872.00  L 7,825.75  C 7,865.13  +35.13 (+0.45%)
ES1!, 57,8107,8207,8307,8407,8507,8607,87009:3010:3011:3012:3013:3014:3015:3016:10PDH 7,871.00ON HIGH 7,867.25PD POC 7,863.75IBH x2 7,861.25IB +50% · P 7,852.75IBH 7,844.00ORH 7,838.75IB 50% 7,835.38ORL 7,830.25IBL 7,826.75PD VAL 7,822.00ON LOW 7,818.50PDL 7,814.75VPOC 10/06 7,811.257,865.13VOL
7,8107,8207,8307,8407,8507,8607,87009:3011:1512:4514:3016:00PDHON HIGHPD POCIBH x2IB +50%IBHORHIB 50%ORLIBLPD VALON LOWPDLVPOC7,865
PDHPrior day high.
ON HIGHOvernight (Globex) high.
PD POCPrior day point of control.
IBH x2Initial balance, twice its range.
IB +50% · PIB half extension, sharing a title with the floor pivot.
IBHInitial balance high.
ORHOpening range high.
IB 50%Initial balance midpoint.
ORLOpening range low.
IBLInitial balance low.
PD VALPrior day value area low.
ON LOWOvernight (Globex) low.
PDLPrior day low.
VPOC 10/06Virgin POC, never traded back through.
VWAP ±1σSession VWAP with its volume weighted standard deviation band.
04

Eight reads, each traceable to a rule.

1 · The day's profile, tracked live

The opening relationship calls a shape. SAGE rereads the developing profile every 30 minutes and says whether the day is confirming that call or building a different one, and by the close the verdict is final, the day no longer counts as still forming. A trend day has to earn the name: price must reach the IB x2 extension and close holding that end of the range. A wide range on its own does not qualify.

DPbBT▲T▼

2 · The 30 minute rule

A break of the initial balance that holds for a full 30 minutes counts as acceptance and opens the extension targets. A close back inside counts as a failed break and points at the IB midpoint. Both states are chipped and alerted.

3 · The 80% rule

Open outside prior day value, then trade back inside and hold it, and the far side of value comes into play. SAGE counts the closes for you and marks the price that kills the setup.

4 · Session VWAP with sigma bands

VWAP anchors to the opening bell, with two bands around it. Each band has its own multiplier, and the band itself can be measured three ways: as standard deviations, as a thin ribbon that tracks VWAP closely, or as a percent of VWAP. Setting band two to zero hides it. Which side of VWAP price is trading on is one of the five votes behind the header chip, and the bands show how stretched that side already is.

5 · Poor highs and lows

Two or more 30 minute periods sharing the session extreme marks an auction that never finished. It draws as a highlighted band at that price, the kind of level price tends to come back for.

6 · Virgin POCs

Prior sessions' points of control that price has not traded back through, kept for 60 sessions, ranked by distance, and removed on first touch.

7 · The volume read

The current bar is compared against the average bar of this session, with the live bar projected to its full period so the comparison stays fair. After the close it switches to the day against its own 30 day average.

8 · One alert stream

IB acceptance and failure, opening range breaks, the 80% rule coming into play, succeeding or failing, an untested POC touched, and the profile confirming or changing: all on a single alert function call, or set individually if you prefer.

05

Five symbols, the same three reads.

SAGE Scan runs the same engine on ES, NQ, SPY, QQQ, and NVDA at once: the profile letter the session is building, the 80% rule, and the 30 minute rule, each on that symbol's own bars, so one glance shows whether a move is index wide or confined to one name.

SymbolProfile80%30 min
ES1!T▲N/AIBH Accepted ▲
NQ1!BN/AN/A
SPYT▼SuccessIBL Accepted ▼
QQQPFailIBL Rejected ▲
NVDADN/AIBH Rejected ▼
Five symbols, showing the range each column can report: a break still forming or already accepted, the 80% rule succeeding or failing, and a rejected break flipping the read bullish or bearish.
06

Every switch does something.

Layout

Preset, dashboard position, text size, price scale tags, level titles, and how many minutes before the bell the brief appears.

Session

Auto detects the day session from the instrument: equity index, stocks and ETFs, energy, metals, treasuries, grains, or set your own in any display time zone.

Levels

Opening range and targets, initial balance and extensions, prior day high and low, value area and POC, floor pivots, VWAP with its two bands, virgin POCs, overnight range, poor highs and lows, and shading.

Rules

Hold time for the 30 minute rule, hold measured by close or wick, value area percentage, live profile tracking and how many periods confirm it, and the volume read.

Free with The Level Game, by request.

SAGE is published invite only. The source is protected, and access is granted per account. Every rule in the card is a chapter in the book: the indicator is the book, running on your chart.

01
Request
Open the script page on TradingView and send a private message with your TradingView username.
02
Added
Your username is added to the script's access list. It then appears under invite only scripts in your indicator menu.
03
Run it
Add it to a 1 to 30 minute chart, pick a preset, and set one alert on Any alert function call.
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SAGE reports the auction. It does not predict, does not claim a hit rate, and will not place a trade for you. Futures and options trading carries substantial risk. Full risk disclaimer →