Ivolution Research Journal · Working paper
EM-boundary reversion x gamma regime
Fading a ±EM boundary touch works (reverts) in positive-gamma / high-VRP calm regimes and fails (breaks) in negative-gamma regimes — the composite of VRP-12 and the gamma sign beats either marginal.
Cite as: X-13: EM-boundary reversion x 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.
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Symbols
SPX · SPY · QQQ
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
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