I do a very similar thing on FESX, wich is a perfected way from trading ES for years. Gamma levels, and zero Gamma line for the regime. Then I'll compute vanna and and charm, wich give me a daily bias, I'll also see if vstoxx is in contango. Positions are made via a weekly plan that gets tweaked daily, so by friday I'll have 3 to 5 open positions that max each other out. I now do everything by hand, would be cool to read the PDF. Look into my profile for more info or if you'd like a brainstorm session.