Ivolution Research Journal · Working paper
Flow-implied net-gamma sign → realized range (Estimate B analogue of GEX-01)
Sessions whose 9:35am FLOW-IMPLIED net GEX (Estimate B) sits in the bottom decile of the trailing 60 sessions realize a wider RTH range (range_pct and range_vs_em) than top-decile sessions, and both tails differ from the all-session baseline — the exact GEX-01 claim, but read from Estimate B instead of the shipped naive-OI Estimate A.
Cite as: GEX-33: Flow-implied net-gamma sign → realized range (Estimate B analogue of GEX-01). 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-33 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 · 120 min · close