Ivolution Research Journal · Working paper

Net-flow exhaustion -> reversal (BigShort NOF-exhaustion refutation)

Windows where |signed net options flow| reaches the >=97.5th percentile of trailing 60 sessions are followed by REVERSAL (mean-reverting excess return opposite the flow) at 30/60 min, not continuation.

FLOW-10 · v1·Proposed·Narrative — weak evidence·Options flow

Cite as: FLOW-10: Net-flow exhaustion -> reversal (BigShort NOF-exhaustion refutation). 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 FLOW-10 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

30 min · 60 min · 120 min