Ivolution Research Journal · Working paper

Signed net-flow delta (measured tape sign) forward returns

A day's SIGNED options net-delta flow (aggressor-classified from the tape) predicts the next session's drift beyond what the public put/call ratio or unsigned volume predicts.

FLOW-12 · v1·Proposed·Plausible — unproven·Options flow

Cite as: FLOW-12: Signed net-flow delta (measured tape sign) forward returns. 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-12 are available to Terminal + AI members.

Symbols

SPX · SPY · QQQ

Regimes

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

Horizons

1 session