Ivolution Research Journal · Working paper

First-derivative gamma build/drain transport

Persistent coherent residual D1 vectors may add stable calibrated out-of-sample information for SPX return, first passage, excursion, and path state at 5/15/30/60 minutes and close beyond momentum, mechanical repricing, current gamma shape, distance, volatility, flow, and placebos.

GEX-42 · v1·Proposed·Narrative — weak evidence·Dealer gamma

Cite as: GEX-42: First-derivative gamma build/drain transport. 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-42 are available to Terminal + AI members.

Symbols

SPX

Regimes

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

Horizons

5 min · 15 min · 30 min · 60 min · close