Every edition, instrument and the Academy is described on one page: What SomerQuant does →
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SomerQuant publishes free end-of-day research, and this page explains how to read it in three minutes.
It covers what publishes and when, how a SomerQuant Daily is laid out, what the two headline numbers measure and what this publication will never do.
Updated Thursday, 24 September 2026 · about three minutes · nothing on this page is behind an account
No trade signals. No payment, and no revisions after the fact, with one disclosed exception noted below.
What publishes, and when
Five surfaces, each on its own cadence. The full Daily and the full Weekly need a free email sign-up; the Terminal, The Tally and the Academy are open to every visitor.
Every trading day, after the close
SomerQuant Daily
What the options tape and the dark-pool tape did in the session just closed, the regime the classifier recorded, and the levels the read names with their condition attached. Stamped at publication and never edited.
Saturday morning
SomerQuant Weekly
The week in numbers, the flow themes that persisted, and the largest off-exchange blocks. The zoom-out layer above the dailies.
Rebuilt after each close
Terminal
The instruments: the Market Pulse Index, a 0 to 100 composite of trend, breadth, volatility, rates, credit, sentiment, rotation, currency and liquidity, the regime classifier, and the volatility term structure.
Scored after each close
The Tally
Every dated statement published here is scored against what the market actually did. Hits and misses both, kept on the page. This is the part most publishers will not show.
Free, no account
SomerQuant Academy
Options mechanics, reading flow, volatility, regime detection and risk. The background that makes the research legible.
How to read a SomerQuant Daily in sixty seconds
The same ten sections, in the same order, every weekday.
- The strip: at the top freezes that session’s numbers: MPI score, regime label, index closes. Note the as-of stamps. The MPI reflects the prior session’s close by design, and both dates are labelled rather than blurred.
- Session at a glance: three tiles: the largest dark-pool print and how far it sat from the close, the loudest options line, and the most unusual print by size. Every number on a tile also appears in the text.
- The session map: SPY’s 5-minute path with volume, the opening range, the session’s dark-pool prints on SPY (hollow when a print was contingent, meaning priced off a derivative leg rather than the tape), and the heaviest option-premium shelves drawn on the price axis.
- Session tide: market-wide net call-minus-put premium through the session, above and below zero.
- Yesterday’s radar, OI confirm: every contract flagged the prior session is checked against the next morning’s open-interest update and scored confirmed, partial or not confirmed. Misses stay on the page.
- What happened, why it matters: the tape, then the read of it. The read is an observation about positioning, never a buy or sell instruction.
- What to watch: levels with the condition attached. These become scoreable rows in The Tally the next session.
- Names on the radar: the session’s notable flow and blocks, each with what printed and a one-line read.
- The boards, data appendix: the complete $100M-plus dark-pool universe for the session: a strip of the last five sessions (notional, prints, names, ETF share), where option premium is stacked by strike, the board rows, the five most unusual prints by relative size (share count against the name’s 30-day average volume), and cluster watch. When two screens disagree, a reconciliation line says which produced which number.
- The method note: where the data comes from and what is proprietary. Sources are accounted for line by line on the Data Sources page.
The two numbers people ask about
Both are instruments that measure conditions. Neither is an instruction.
MPI, 0 to 100
Market Pulse Index
Higher means observable conditions lean constructive. 40 to 60 is the neutral zone. It describes the present, and it does not predict next week. The full specification is on the methodology page, and every change is on the changelog.
Regime: Bull, Neutral, Crisis
The classifier’s own output
A statistical classifier reading the market’s mode from return patterns. It updates after each close and describes the current mode, not the next one. Three public labels, and never a fourth.
What this publication will never do
The short list, and the reason each item is on it.
No trade signals. No price targets. No revising a published post. No hiding misses: The Tally exists precisely so that the record can be checked without anyone having to trust a memory of it.
Two exceptions are on the record. In September 2026 every past edition was re-issued in the publication’s current structure: the prose was restructured and the brand names updated, every figure, table and chart stayed exactly as first published, each Method note carries a dated re-issue line, and the originals are archived. Nothing was re-derived. On 24 September 2026 the name of the market-data vendor was removed from every edition and replaced by a neutral credit to the licensed options-chain and dark-pool feed. No figure, table, chart or other wording changed. No further exception is planned.
When an input degrades or is retired, it is disclosed on the Data Sources page and logged in the changelog. When something published turns out to be wrong, the correction is a new, labelled post that links to the original. The original is not touched.
Nothing here is tailored to an individual reader. SomerQuant does not know anybody’s circumstances and cannot say what anybody should do.
Where to go next
The readings, the archive, the record and the lessons.
Terminal
The latest index reading, the regime ribbon and every plotted session, with the as-of stamp on each panel.
Open →Editions
The full archive of SomerQuant Daily, SomerQuant Weekly and Week Ahead, in one dense table.
Open →The Tally
Every published observation scored against what followed. Misses stay on the page.
Open →Academy
The free lessons behind the vocabulary: options mechanics, flow, volatility and regime.
Open →Research, not advice. SomerQuant publishes market-structure research: what printed in options flow, what printed in dark-pool activity, and where the regime classifier put the session at the close. Nothing here is a recommendation to buy or sell any security, and nothing here is personalised to you or to your circumstances.
Options carry risk and are not suitable for every investor. Please read the Characteristics and Risks of Standardized Options before acting on anything you read, here or anywhere else.
The alignment figures in The Tally are a public record of how published observations resolved against the next session’s move. They are not trade results, and they are not a forecast.
SomerQuant is a publication of AZTMM HLDGS LLC. © 2026 AZTMM HLDGS LLC. All rights reserved.