📊 Buy Pressure Gauge v3

BUY PRESSURE GAUGE v3 — ALL SIGNALS (NULL-TESTED) ═══ ROLLING INTRADAY (every 30 min: 10:00 → 13:30) ═══ 🟢 #1 Q4 ABSORBED — PRIMARY SIGNAL buy_pct in Q4 (P60–P80, ~0.502–0.518) + price went DOWN in window 58.1% up next hour · p=0.004 · median +2.75 pts Boosters: Low RVOL (→63.6%), Flat gap (→62.4%), MM neutral (→65.9%), Friday Logic: Sellers pressed hard, buyers absorbed every tick. Sellers lose. 🟢 Q4 CONFIRMED buy_pct in Q4 + price went UP in window 54.8% up next hour · p=0.002 Boosters: Friday (→62.4%), Low RVOL (→60.5%) 🟢 Q5 CONFIRMED buy_pct > P80 (~0.518) + price up 54.2% up next hour · p=0.003 Boosters: Monday (+3%), VIX 18–25 (+5%) 🟡 Q1 ABSORBED — BORDERLINE buy_pct < P20 (~0.489) + price held up despite selling 56.6% up next hour · p=0.056 (use as weak lean only) Best: Monday (→65%), Low VIX (→63%), Afternoon 12:30-13:30 (→74%, N=23) 🔴 Q2 + NEG GEX buy_pct in Q2 (P20–P40) + price down + GEX NEGATIVE 61.8% down next hour · p=0.020 ⚠️ DEAD without negative GEX — requires GEX filter ═══ MORNING READ (one-time) ═══ 🔴 10:00 AM BEARISH: Q1 Sellers buy_pct < P20 at 10:00 AM (30-min window 9:30–10:00) 56.7% down at 1H · p=0.013 Boosted by: Gap up, Friday | Killed by: Monday, Low VIX + Low RVOL 🟢 10:30 AM BULLISH: Q5 Confirmed buy_pct > P80 at 10:30 AM + price UP (60-min window 9:30–10:30) 63.3% up at 1H · p=0.006 ⚠️ Q5 ABSORBED (price DOWN despite extreme buying) = CAUTION, historically bearish ═══ WHEN TO TRADE ═══ • Best: Q4 Absorbed rolling + Low RVOL + Flat gap = highest conviction • Good: Any PROVEN signal (p<0.01) without active killers • Skip: Q3 (noise zone, no edge), Q5 Absorbed rolling, any signal with active killers ═══ THE ABSORPTION PRINCIPLE ═══ Whoever gets absorbed loses. Q4 absorbed = sellers pressed into patient buyers — sellers exhaust. Q5 absorbed = extreme buyers got absorbed by sellers — bullish trap. The direction of buy_pct matters less than whether the market ACCEPTS or REJECTS it. ═══ QUINTILE BOUNDARIES ═══ Q1 < P20 ≈ 0.489 | Q2 P20–P40 ≈ 0.489–0.498 Q3 P40–P60 ≈ 0.498–0.502 (noise, no edge) Q4 P60–P80 ≈ 0.502–0.518 ← sweet spot Q5 > P80 ≈ 0.518