SENTINEL is Aditri Capital's scoring framework for ranking live options prints by how strongly they resemble new, aggressive, conviction-driven institutional positioning — and the rare subset whose shape resembles event-anticipating flow.
SENTINEL surfaces statistical anomalies. A high score means "look here" — never "someone knows something." Most unusual flow is hedging, rolling, or volatility trading that merely looks directional. Every output is a hypothesis to be checked, never a conclusion.
It is built to be stricter and harder to fool than typical "unusual options" scanners, and is designed to run against an intraday time-and-sales options feed with bid/ask context and exchange tags.
Independent conviction and direction scores that only surface a print when both point the same way.
Hard disqualifiers, de-duplication, and hedge netting strip false positives before any scoring happens.
Every component is inspectable. The score is a hypothesis; price action confirms or kills it.
Each print is graded by two independent engines that answer different questions. A trade only becomes actionable when both agree.
Answers "is this a genuine, new, aggressive institutional opening position?" It weights the two hardest things to fake: that the position is new, and that it was taken aggressively.
Answers "is the direction real and likely to survive — not a hedge, aligned with trend and catalyst?" It catches positions that are really volatility trades with no directional view.
A print is only shown when both engines clear a strict joint threshold. Below the gate it becomes a watch item, never a signal. The overlap is the high-conviction zone.
Closing trades, liquidations, neutral rolls, and earnings IV-crush traps are dropped before any points are awarded — regardless of how large or aggressive they look.
One order split across venues and lots is collapsed into a single logical print, so a chopped order is never counted as a crowd.
Opposing legs and offsetting stock are netted before direction is judged, so one directional-looking leg is never mistaken for conviction.
SENTINEL extends the two-engine core with modules that read specific, high-value situations — each stacking with, never replacing, the base score.
Reads positioning into a print ahead of earnings — flow, skew, and open-interest builds — then converts conviction into a defined-risk play while respecting the IV-crush trap.
Flags far-OTM positioning that coincides with a structural trend trigger reclaiming control — the shift from base/noise into a real expansion leg.
Separates genuine institutional pressing at the highs from distribution, intraday, with strict timing and invalidation rules.
Compounds conviction when the same-direction high-tier signal fires across correlated names — breadth confirmation of a theme.
Extends the catalyst signal to macro drivers lifting a whole group, evaluated as a factor cluster with the factor itself as the invalidation.
Reads tenor, timing, tier, and strike together as a conviction-and-timeframe fingerprint, including the opening-drive urgency window.
Detects institutional scaling in waves — fade only when the adds stop and structure breaks, not because a name is "extended."
Scores point-in-time and measures the move that follows — not expiration. Process and adherence outrank any single outcome.
A real signal is convergence — PULSE high and VECTOR high — on a new, aggressive, un-hedged, catalyst-aligned position that survives de-duplication. Everything else is a watch item.