Ivolution Research Journal · Working paper

CTA trend-threshold flows

Estimated CTA trend positioning near a flip threshold precedes momentum acceleration or reversal at that threshold over 5-20 sessions.

CAL-04 · v1·Proposed·Narrative — weak evidence·Calendar

Cite as: CAL-04: CTA trend-threshold flows. Ivolution Research Journal.

Publication status

The study is published as a working paper while a required data source remains unavailable. No result exists yet.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for CAL-04 are available to Terminal + AI members.

Symbols

Not explicitly scoped

Regimes

Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day

Horizons

5 sessions · 20 sessions

CAL-04: CTA trend-threshold flows — Ivolution Research Journal