Ivolution Research Journal · Refutation
REFUTE: daily gamma-flip level as a price target
Intraday price does NOT gravitate toward the daily gamma-flip level more than toward a matched placebo level; the popular 'price is drawn to the flip' claim fails for the index.
Cite as: GEX-21: REFUTE: daily gamma-flip level as a price target. Ivolution Research Journal.
Publication status
The pre-registered hypothesis was refuted on the governed research record. This publication documents the null rather than presenting an edge.
The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for GEX-21 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
close