🟡 RVOL: Awaiting data... — NORMAL VOLUME — Gamma signals at reduced weight
ℹ️ Why?
📊 Options RVOL: Awaiting data... — Cluster reach: normal
RVOL GATE — Why This Matters
Every gamma signal we tested works ONLY in low volume:
• Gamma tilt: 91% WR low RVOL → 38% high RVOL
• MM shift: 70% WR low RVOL → 0-14% high RVOL
• Institutional flow: 68% WR low RVOL → dead high RVOL
• Level hold: 79% low RVOL → 67% high RVOL
Low volume = dealers can pin prices at gamma levels.
High volume = gamma overwhelmed, all signals break.
GREEN (<0.85): Best environment. Trust all signals. Full size. YELLOW (0.85-1.25): Normal. Reduce gamma signal weight by half. RED (>1.25): Gamma is noise. Trade ORB breaks + momentum only.
📖 Market Narrative
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Updated: —
⭐ TIER 1 — Always-On Tools
🌅 ORB Decision Tree
v5 REACH+HOLD76.5% WR📋
Awaiting data...
v3 OR30 Decision Tree — Backtested 300 OOS days
Overall: 76.5% WR | +527 pts | Sharpe 6.70
Rules (check in order):
1. EXTREME_POS GEX → NO TRADE (48% chop)
2. VIX > 30 → TRADE BREAK (82% dir acc)
3. buy_pct < 48% → SHORT (82% WR)
4. buy_pct > 52% → LONG (69–100% WR)
5. DEEP_NEG GEX + CALM VIX → LONG (75% WR)
6. Everything else → NO TRADE (82% chop)
── VP Rules (additive) ──
7. Above 5d VAH + buy_pct>52% → LONG (90% WR)
8. Below 5d VAL + neutral → LONG 2H (58% WR)
Rules 1–8 only
Confirmation (10:20 TRACE):
• MM gamma agrees → 88% WR (full size)
• MM gamma disagrees → 79% WR (half size)
Key stats:
• BEAR_WEAK buy_pct: 82% WR, +301 pts on 11 trades
• BULL_WEAK buy_pct: 100% WR, +132 pts on 8 trades
• Only ~12% of days fire a signal
• When it fires, chop < 6%
HOLD/EXIT Rules (after entry):
• Check inst dominance at 7:30 PT
• Inst AGREES + VIX >28 → HOLD STRONG (66% WR at 2H)
• Inst AGREES + normal RVOL → HOLD 2H (57% WR)
• Inst OPPOSES → EXIT EARLY (edge gone)
• High RVOL → CAUTION (inst signal weakened)
0DTE Walls (confirmation layer):
• Call wall = RESISTANCE (avg 0.31% above spot)
• Put wall = SUPPORT (avg 0.95% below spot)
• Tight walls (<0.5%) = SQUEEZE → expect breakout
• OI side ratio at 10:00: IC 0.12 for break direction
• Up move + 0DTE confirms → 57.7% continuation
• Up move + 0DTE diverges → 41.9% (fade risk)
• Gamma CHANGE beats level for direction IC (0.022 vs -0.003)