Ivolution Research Journal · Preregistration
Signed hedging flow -> short-horizon returns
Top-decile 5-minute delta-signed SPY option flow (HIRO/NOF-style) predicts positive SPY returns over the next 5-15 minutes, before decaying and reversing.
FLOW-03 · v1·Proposed·Plausible — unproven·Options flow
Cite as: FLOW-03: Signed hedging flow -> short-horizon returns. Ivolution Research Journal.
Publication status
The study is pre-registered and awaits execution. No result exists yet.
The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for FLOW-03 are available to Terminal + AI members.
Symbols
SPY
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
5 min · 15 min · 30 min