⚡ MM Shift Replay v2
Signal Time
Hold
GEX
ALL
POS GEX
NEG GEX
Mode
Composite
MM only
Threshold
All signals
Top 40% (Q3-Q5)
Top 20% (Q5 only)
Top 10%
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Only trades when shift exceeds threshold. Most days = no signal.
Signal Days
-
Win Rate
-
IC (Spearman)
-
Avg Return
-
No Signal Days
-
Quintile Breakdown
(all filtered data before threshold, split into 5 equal buckets by shift strength)
Cumulative Return
(signal days only, long if bull / short if bear)
Cum. return (signal days)
Buy & hold
Day
-
:
-
-
MM Shift
Composite
Quintile
Entry
Exit
Return
Outcome
All Signal Days
Date
GEX
Shift
Q
Direction
Ret %