Daily quantitative research on QQQ and SPY — gamma exposure, intraday range forecasts, unusual options flow, macro conditions and social positioning.
Every signal is put through out-of-sample and forward testing. We publish the ones that failed too.
Our two-stage volatility model reaches ~0.50 out-of-sample R². Direction is far harder — and we say so rather than pretending otherwise.
Max Pain, moving-average crossovers, sentiment indices, guru calls — all tested, all documented, including what did not survive.
Expectancy is reported after commissions and spreads. A gross edge that dies at the cost line is not an edge.
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