Methodology
Directional background is the product layer made of Positioning and Seasonality. Directional context is the scored result. Score V2 uses HTF Structure, Positioning, and Seasonality. It is not a probability, a prediction, or a trade signal.
HTF Structure carries 50% of the score, Positioning 30%, and Seasonality 20%. Within HTF Structure, Weekly is 50%, Monthly 30%, and Daily 20%. A missing family is excluded and the remaining weights are renormalized. Fewer than two available families leaves directional context unavailable. It is not treated as neutral. Macro, intermarket, and execution conditions remain separate and do not change the directional score. Treasury Strengthening and Weakening describe Treasury prices, not the traded market.
HTF Structure
Positioning
Seasonality
Directional context
Directional score: HTF Structure 50%, Positioning 30%, Seasonality 20%. Inside HTF Structure, Weekly is 50%, Monthly 30%, and Daily 20%.
News
Previous-day range
Liquidity
Daily range
Intraday Range Context
Execution environment
Separate from the directional score.
Completed monthly, weekly, and daily price structure.
Weekly is the primary state. The completed read is part of directional context. The developing week is shown separately and is not an input to the score.
Source · Completed futures history
Not a swing detector
Whether related markets traded or held the previous completed period’s highs and lows.
Weekly is primary. Daily and monthly compare the latest completed period with the one before it.
Source · Related futures markets
Not a directional score
Latest completed 20D, 40D, and 60D reference highs and lows.
Lookback context only. Separate from the developing daily range.
Source · Completed futures history
Not a directional score
Positioning and Seasonality, shown as their own layer. Together with HTF Structure they form directional context. They are not the score by themselves.
How commercial hedgers sit in their 12-month positioning range.
Commercial positioning is the scored read. Leveraged Money and Managed Money stay visible and do not change the score.
Source · CFTC
Weekly official
Historical tendency for the current period.
Completed same-month observations are context, not a forecast.
Source · Historical sample
Not a forecast
A separate read of the session. These inputs do not change the directional score. Bullish directional context can sit beside Stand aside execution.
Directional inputs
Directional context
Bullish, bearish, or mixed.
Separate layer
Execution conditions
Execution environment
Execution conditions remain a separate layer and do not vote on directional context.
The card answers which session range matters for the current part of the execution day. Asia is 8:00 PM–12:00 AM ET, London is 2:00 AM–5:00 AM ET, and Pre-NY is 7:00 AM–9:00 AM ET. End times are exclusive. Clocks use America/New_York. A window is complete only after its end time. The current window is excluded from the average and the percentile until it closes.
Regivana execution windows are informed by session and killzone concepts used in intraday analysis. The clocks are a Regivana implementation.
A developing window shows the high, low, and range while it is still forming. It is not given a percentile or a Compressed, Normal, Expanded, or Extreme label. A completed window is compared with earlier completed windows of the same type: the mean of the previous five, and a percentile of the previous 30. Fewer than 30 prior windows leaves the percentile as insufficient history.
Below 25 is Compressed, 25–79 is Normal, 80–89 is Expanded, and 90–100 is Extreme. These labels locate the completed range. They do not forecast the next move. Taken means later price traded strictly beyond the high or low. An equal print stays untaken.
Missing bars leave that window unavailable and out of the average, the percentile, and liquidity. Levels stay on the selected contract. Range is high minus low, in points. Intraday Range Context is execution context and contributes nothing to Score V2.
Regivana is influenced by concepts and teachings that have shaped the ICT trading community, particularly the emphasis on market structure, liquidity, time, price delivery, and disciplined execution context.
Those teachings helped shape how a generation of discretionary traders thinks about market structure, liquidity, and execution. Regivana aims to carry that spirit of study and context forward in a modern workspace.
Regivana is an independent product and is not affiliated with or endorsed by ICT or its creators.
Directional context needs at least two of HTF Structure, Positioning, and Seasonality. A missing family is left out and the remaining weights are renormalized. It is not treated as neutral. Stale or delayed Positioning and Seasonality keep their existing quality multipliers. Anomaly evidence is excluded.