Price & Market BehaviorExtended setexperimental liveNew

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.

No live results for this strategy yet. Charts appear once it has earned a top spot on at least one stock, either on its own or as part of a blend of several strategies.

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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.

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