Ivolution Research Journal · Working paper

Value area is really gamma: profile S/R ranking test

As intraday support/resistance, a gamma-weighted 'value area' outranks an OI-weighted one, which outranks a time-at-price (TPO) value area, which outranks a random-level placebo.

X-12 · v1·Proposed·Plausible — unproven·Composites

Cite as: X-12: Value area is really gamma: profile S/R ranking test. 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 X-12 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

X-12: Value area is really gamma: profile S/R ranking test — Ivolution Research Journal