# SPXXL — SPX 0DTE Session Classification Engine

> SPXXL is a real-time market state engine that classifies SPX (S&P 500 Index) trading sessions into one of six archetypes, projects the closing price range (Close Zone™), and recommends 0DTE options structures — all before the opening bell.

## What SPXXL Does

SPXXL analyzes intraday SPX price action across 7 dimensions (Price, Time, Volume, Value, Momentum, Volatility, Liquidity) to classify each trading session in real time. The engine runs a scoring system that evaluates all six session types simultaneously and selects the highest-scoring classification with a confidence level (0-100%).

Every session is graded at 4:05 PM ET against actual price action. The public track record shows 81%+ correct rate and 93%+ win rate across 297+ graded sessions.

## The Six Session Types

- **Balanced Day** (~35-40% of sessions): Price oscillates around a central value area with no directional conviction. Range-bound. Favors iron condors and butterflies.
- **Trend Day** (~15-20%): Sustained directional movement from open to close. Strong IB break. Favors directional debit spreads.
- **Expansion Day** (~8-12%): Volatile range expansion beyond normal boundaries, often >2× ATR. Triggered by macro catalysts. Requires wider structures.
- **Short Covering Rally** (~5-8%): Sharp upward move driven by short sellers closing positions. Accelerating buying pressure. Favors call debit spreads.
- **Liquidity Sweep** (~5-8%): Price probes beyond key levels to trigger stops, then reverses. False breakout pattern. Requires caution.
- **Volatility Compression** (~10-15%): Unusually narrow range and low volume. Market coiling before a move. Favors tight premium-selling structures.

## API Access

SPXXL offers a read-only REST API for programmatic access to session classifications.

- Endpoint: `GET https://spxxl.com/api/v1/classification`
- Auth: Bearer token (`spxxl_` prefixed API key)
- Rate limit: 30 requests/minute
- Access: Elite subscription required
- Returns: sessionType, confidence, closeZone (projected close range), gexRegime, market data, historical accuracy
- Docs: https://spxxl.com/api-docs

## Key Concepts

- **Close Zone™**: Proprietary projected closing range for SPX, recalibrated in real time using session classification, gamma exposure, momentum, and volume profile.
- **Engine Edge**: Composite accuracy score (0-100) measuring classification quality, structure profitability, and confidence calibration.
- **Gamma Exposure (GEX)**: Aggregate dealer gamma positioning — determines whether hedging amplifies (negative GEX) or dampens (positive GEX) price moves.
- **Initial Balance (IB)**: The 9:30-10:00 AM ET price range — sets the framework for the session.
- **Theta Decay**: Time decay in option value — accelerates dramatically for 0DTE options in the final 2 hours.

## Content & Resources

- Glossary (17 terms): https://spxxl.com/learn
- Session Archive (297+ graded sessions): https://spxxl.com/sessions
- Track Record (public accuracy data): https://spxxl.com/track-record
- Strategy Backtester: https://spxxl.com/backtest
- Blog (19 articles on 0DTE trading): https://spxxl.com/blog
- Market Status: https://spxxl.com/market-status
- API Documentation: https://spxxl.com/api-docs
- Full LLM context: https://spxxl.com/llms-full.txt