Ivolution Research Journal · Working paper
Signal-stacking: does aligning bullish signals add information? (honesty study)
When put selling, call buying, and positive signed flow align in the same window, the combined forward excess drift is NOT materially greater than the single best marginal signal after controlling for the shared vol regime - i.e. stacking is largely redundant, not additive.
Cite as: X-11: Signal-stacking: does aligning bullish signals add information? (honesty study). Ivolution Research Journal.
Publication status
The study is published as a working paper while a required data source remains unavailable. No result exists yet.
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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 · 120 min