{
  "ticker": {
    "uuid": "4860795e-619c-48f6-a0ff-1f70c309984f",
    "symbol": "CPSU",
    "name": "CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JUNE",
    "exchange": "NYSEARCA",
    "country": "US",
    "assetType": "etf"
  },
  "methodBoundary": "The SM framework classifies the established weekly price path as the Core Trend. Faster and slower Trend views and Sharemaestro context describe that state but do not alter its direction.",
  "analysis": {
    "eligible": true,
    "as_of": "2026-08-07",
    "latest_close": 27.9151,
    "direction": "positive",
    "state": "Positive across all Trend views",
    "is_fresh": false,
    "is_near_boundary": false,
    "direction_boundary": 26.48,
    "boundary_margin": 0.054196,
    "trend_agreement": "Fully aligned",
    "persistence": "Early",
    "direction_turnover": "Low",
    "annualized_volatility": 0.022123,
    "volatility_stability": 1.092,
    "risk_context": 1.5,
    "current_regime": {
      "move": 0.011805,
      "interruption": -0.002708,
      "interruption_label": "Deepest pullback inside regime"
    },
    "research_priority": 93.846,
    "interpretation": {
      "label": "Positive across all Trend views",
      "headline": "All measured Trend views are positive",
      "body": "The faster, intermediate, established and Core Trend views point in the same direction, giving the current regime broad agreement.",
      "age_context": "The current Core Trend remains in its early lifecycle.",
      "boundary_context": "The latest close is 5.4% above the decision boundary.",
      "stability_context": "Recent Core Trend turnover is low."
    },
    "chart_path": [
      {
        "date": "2026-06-05",
        "close": 27.5894,
        "direction_boundary": 26.01,
        "core_momentum": 0.060723,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.018799
      },
      {
        "date": "2026-06-12",
        "close": 27.588,
        "direction_boundary": 26.0594,
        "core_momentum": 0.058658,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.018843
      },
      {
        "date": "2026-06-19",
        "close": 27.62,
        "direction_boundary": 26.08,
        "core_momentum": 0.059049,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.018827
      },
      {
        "date": "2026-06-26",
        "close": 27.5564,
        "direction_boundary": 26.2557,
        "core_momentum": 0.04954,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.019176
      },
      {
        "date": "2026-07-03",
        "close": 27.635,
        "direction_boundary": 26.3,
        "core_momentum": 0.05076,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.019385
      },
      {
        "date": "2026-07-10",
        "close": 27.6951,
        "direction_boundary": 26.315,
        "core_momentum": 0.052445,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.019379
      },
      {
        "date": "2026-07-17",
        "close": 27.665,
        "direction_boundary": 26.345,
        "core_momentum": 0.050104,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.019536
      },
      {
        "date": "2026-07-24",
        "close": 27.6201,
        "direction_boundary": 26.4152,
        "core_momentum": 0.045614,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.019805
      },
      {
        "date": "2026-07-31",
        "close": 27.7109,
        "direction_boundary": 26.3774,
        "core_momentum": 0.050555,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.02014
      },
      {
        "date": "2026-08-07",
        "close": 27.9151,
        "direction_boundary": 26.48,
        "core_momentum": 0.054196,
        "direction": "positive",
        "trend_agreement": 1.0,
        "volatility": 0.022123
      }
    ],
    "price_history": [
      {
        "date": "2025-06-06",
        "close": 26.01,
        "volume": 387013
      },
      {
        "date": "2025-06-13",
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        "date": "2025-06-20",
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        "date": "2025-06-27",
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        "date": "2025-07-04",
        "close": 26.3,
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        "close": 26.315,
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        "date": "2025-07-25",
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        "date": "2025-08-08",
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        "date": "2025-08-22",
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        "date": "2025-08-29",
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        "date": "2025-09-05",
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        "date": "2025-09-12",
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        "date": "2025-09-19",
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        "volume": 6
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        "date": "2025-09-26",
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        "date": "2025-10-03",
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        "date": "2025-10-10",
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        "date": "2025-10-17",
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        "date": "2025-10-24",
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        "date": "2025-10-31",
        "close": 26.829,
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        "date": "2025-11-07",
        "close": 26.7964,
        "volume": 2
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        "date": "2025-11-14",
        "close": 26.815,
        "volume": 115
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        "date": "2025-11-21",
        "close": 26.7709,
        "volume": 5119
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        "date": "2025-11-28",
        "close": 26.915,
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        "date": "2025-12-05",
        "close": 26.951,
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        "date": "2025-12-12",
        "close": 26.98,
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      {
        "date": "2025-12-19",
        "close": 27.02,
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        "date": "2025-12-26",
        "close": 27.085,
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      {
        "date": "2026-01-02",
        "close": 27.085,
        "volume": 33
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      {
        "date": "2026-01-09",
        "close": 27.145,
        "volume": 4556
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        "date": "2026-01-16",
        "close": 27.15,
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        "date": "2026-01-23",
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        "date": "2026-01-30",
        "close": 27.18,
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        "date": "2026-02-06",
        "close": 27.2098,
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      {
        "date": "2026-02-13",
        "close": 27.1856,
        "volume": 3686
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      {
        "date": "2026-02-20",
        "close": 27.2463,
        "volume": 3643
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      {
        "date": "2026-02-27",
        "close": 27.26,
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      {
        "date": "2026-03-06",
        "close": 27.1983,
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      {
        "date": "2026-03-13",
        "close": 27.1607,
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      {
        "date": "2026-03-20",
        "close": 27.104,
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      {
        "date": "2026-03-27",
        "close": 27.0007,
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      {
        "date": "2026-04-03",
        "close": 27.2279,
        "volume": 827
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      {
        "date": "2026-04-10",
        "close": 27.415,
        "volume": 4184
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      {
        "date": "2026-04-17",
        "close": 27.525,
        "volume": 264
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      {
        "date": "2026-04-24",
        "close": 27.54,
        "volume": 354
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      {
        "date": "2026-05-01",
        "close": 27.58,
        "volume": 3563
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        "date": "2026-05-08",
        "close": 27.615,
        "volume": 4197
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        "date": "2026-05-15",
        "close": 27.635,
        "volume": 2330
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      {
        "date": "2026-05-22",
        "close": 27.665,
        "volume": 482
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      {
        "date": "2026-05-29",
        "close": 27.68,
        "volume": 16279
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      {
        "date": "2026-06-05",
        "close": 27.5894,
        "volume": 310488
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      {
        "date": "2026-06-12",
        "close": 27.588,
        "volume": 67466
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      {
        "date": "2026-06-19",
        "close": 27.62,
        "volume": 115129
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      {
        "date": "2026-06-26",
        "close": 27.5564,
        "volume": 51876
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      {
        "date": "2026-07-03",
        "close": 27.635,
        "volume": 22242
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      {
        "date": "2026-07-10",
        "close": 27.6951,
        "volume": 6324
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        "date": "2026-07-17",
        "close": 27.665,
        "volume": 4270
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        "date": "2026-07-24",
        "close": 27.6201,
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        "date": "2026-07-31",
        "close": 27.7109,
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        "date": "2026-08-07",
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    "sharemaestro_context": {
      "trend": 27.44461,
      "fair_value": 27.027348,
      "market_activity": 53.349536,
      "market_dynamics": -0.253999,
      "relative_strength": -8.523086
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    "historical_outcomes": [
      {
        "horizon": "Near term",
        "sample_count": 2,
        "median_return": 0.0022,
        "directional_follow_through": 1.0,
        "regime_survival": 1.0,
        "conditional_difference": -0.000329,
        "sufficient": false
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        "sample_count": 0,
        "median_return": null,
        "directional_follow_through": null,
        "regime_survival": null,
        "conditional_difference": null,
        "sufficient": false
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        "conditional_difference": null,
        "sufficient": false
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        "horizon": "Full cycle",
        "sample_count": 0,
        "median_return": null,
        "directional_follow_through": null,
        "regime_survival": null,
        "conditional_difference": null,
        "sufficient": false
      }
    ],
    "regime_history": [
      {
        "direction": "positive",
        "start": "2026-06-05",
        "end": "2026-08-07",
        "tenure": "Developing",
        "return": 0.011805
      }
    ]
  }
}