Price & Market BehaviorExtended setlive in productionNew

options dealer gamma exposure regime

Updated dailyData needs: highlong onlyshort onlylong short

In plain terms

When options dealers are positioned to dampen moves the stock tends to drift back to where it was, and when they amplify moves the stock tends to keep trending.

How it works

Dealer gamma positioning conditions the price process. When dealers are net long gamma they hedge against the move (sell strength, buy weakness), pinning price and making short-horizon returns mean-reverting; when net short gamma they hedge with the move, amplifying trends. This is the standard GEX-regime reading.

Live results

69 times picked on its own · 125 times inside a blend (119 beat the stock) · updated 2026-06-06

This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 125 such blended picks (119 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

Switches between trend-following and mean-reversion based on whether dealer hedging is amplifying or dampening price moves.

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