Price & Market BehaviorExtended setExperimentalNew

dealer-gamma adaptive regime overlay

Updated dailyData needs: mediumlong onlyshort onlylong short

In plain terms

When options dealers are positioned to calm the stock down, bet recent moves reverse; when they are positioned to amplify, bet recent moves keep going.

How it works

Uses the net dealer gamma surface as a regime switch over the underlying's recent price move. In a positive/long-gamma regime dealers hedge against the move and damp it, so recent moves should mean-revert; in a negative/short-gamma regime dealers hedge with the move and amplify it, so recent moves should continue.

Live results

121 times picked on its own · 304 times inside a blend (302 beat the stock) · updated 2026-07-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 304 such blended picks (302 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.

How its picks scored vs. buy & hold

Each pick is graded on a recent year it was never tuned on, against simply owning the same stock

Where its edge concentrates

Share of picks in each company-size group that beat buy & hold

How often it trades

Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often

Return vs. buy & hold

How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)

Loading substrate evidence…

Data dependencies

Options surface daily
End-of-day OPRA option chains used by IV-skew family.
Daily prices
Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Conditioning fade-vs-follow on the dealer-gamma regime should add edge over an unconditional momentum or reversal rule.

Related families

composite options pressurePrice & Market Behavior

Roll IV flow, term structure, and skew into a single bullish/bearish pressure gauge and trade it only when the stock's price is moving the same way.

Explore dealer-gamma adaptive regime overlay on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

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