Ivolution Research Journal · Working paper

Opening drive continuation conditioned on gamma regime

A strong first-30-minute directional return (top/bottom quintile of trailing 60 sessions) continues into the session in NEGATIVE-net-gamma regimes but NOT in positive-net-gamma regimes - testing whether the weak opening-range/momentum signal is rescued by gamma conditioning.

MST-04 · v1·Proposed·Narrative — weak evidence·Microstructure

Cite as: MST-04: Opening drive continuation conditioned on gamma regime. 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 MST-04 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

30 min · 60 min · close

MST-04: Opening drive continuation conditioned on gamma regime — Ivolution Research Journal