Ivolution Research Journal · Preregistration
GEX-range effect concentration by time of day
The negative-gamma range-amplification effect is concentrated in the final trading hour, when 0DTE gamma density peaks, rather than spread evenly across the session.
GEX-20 · v1·Proposed·Plausible — unproven·Dealer gamma
Cite as: GEX-20: GEX-range effect concentration by time of day. 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 GEX-20 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
60 min · close