Ivolution Research Journal · Preregistration

Sweeps beyond signed flow (falsification)

Block/sweep-tagged bullish option prints ('unusual options activity') do NOT predict positive next-day SPY returns after controlling for contemporaneous signed flow.

FLOW-05 · v1·Proposed·Narrative — weak evidence·Options flow

Cite as: FLOW-05: Sweeps beyond signed flow (falsification). 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-05 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

1 session

FLOW-05: Sweeps beyond signed flow (falsification) — Ivolution Research Journal