Ivolution Research Journal · Working paper
REFUTE: index max-pain magnet and anti-pinning
The index does NOT migrate toward the max-pain strike into expiry more than a matched placebo, and if anything ANTI-pins (moves away) before index-option expiration.
Cite as: GEX-23: REFUTE: index max-pain magnet and anti-pinning. 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 GEX-23 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