{
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    "uuid": "e301f605-681e-465c-bd59-a14c164b1447",
    "symbol": "CPSN",
    "name": "CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - NOVEMBER",
    "exchange": "NYSEARCA",
    "country": "US",
    "assetType": "etf"
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  "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",
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    "direction": "positive",
    "state": "Positive across all Trend views",
    "is_fresh": false,
    "is_near_boundary": false,
    "direction_boundary": 26.3,
    "boundary_margin": 0.063498,
    "trend_agreement": "Fully aligned",
    "persistence": "Mature",
    "direction_turnover": "Low",
    "annualized_volatility": 0.025169,
    "volatility_stability": 1.0069,
    "risk_context": 1.5,
    "current_regime": {
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      "interruption": -0.013129,
      "interruption_label": "Deepest pullback inside regime"
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    "research_priority": 100.0,
    "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 has persisted into a mature lifecycle.",
      "boundary_context": "The latest close is 6.3% above the decision boundary.",
      "stability_context": "Recent Core Trend turnover is low."
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      {
        "horizon": "Near term",
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        "directional_follow_through": 0.8889,
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        "conditional_difference": -0.000377,
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      {
        "horizon": "Intermediate",
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      },
      {
        "horizon": "Longer term",
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        "directional_follow_through": 1.0,
        "regime_survival": 1.0,
        "conditional_difference": -0.004774,
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      },
      {
        "horizon": "Full cycle",
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        "regime_survival": null,
        "conditional_difference": null,
        "sufficient": false
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    ],
    "regime_history": [
      {
        "direction": "positive",
        "start": "2025-10-31",
        "end": "2026-08-07",
        "tenure": "Extended",
        "return": 0.045803
      }
    ]
  }
}