How we find picks.
13 mechanical plays, each with a specific market mechanism. We name the mechanism and the signature we watch for. We don't publish exact thresholds — not because they're secret in spirit, but because the validation discipline that built them is the moat, not the parameters themselves. Every play here cleared permutation testing, walk-forward out-of-sample, and minimum sample size before reaching this page.
Our most-validated plays.
Cleared every gate. Forward results are being measured against the validation benchmark; positions on these plays sit in paper-trading accounts.
Selling premium on dealer-positioning panic
Selling cash-secured puts on quality names when dealer positioning enters short-gamma panic. The setup pairs elevated implied volatility with stretched dealer hedging — historically a high-probability mean-reversion opportunity because the dealer is forced to buy as the stock falls, not because the underlying is broken.
- Top-decile negative dealer gamma exposure (panic-level short gamma)
- Elevated implied volatility on the underlying
- Quality name with mechanical fundamentals — not a value trap
- Strike chosen at a delta target that historically resolves OTM
Promoted plays.
Cleared every gate and accumulated forward evidence beyond playground. One step before paper.
Multi-day institutional options accumulation
We watch for extended call-side options accumulation that suggests informed positioning — a position being built deliberately, not a momentary spike. The pattern is sustained over multiple sessions, biased toward longer-dated contracts, and quiet enough that obvious unusual-flow trackers tend to miss it.
- Multi-session sustained elevated call-side flow
- LEAPS-weighted strike distribution (longer-dated bias)
- Low weekly-options share (filters out retail noise)
- Consistent across consecutive trading sessions
Playground plays.
Cleared every gate, accumulating forward evidence. Conviction is capped lower until a play earns its track record.
Cohort flip on commodity producers
End-of-day detector for when a commodity-producer cohort (oil and energy, base metals) shifts from flat/weak to strongly positive on a multi-day basis. Coordinated commodity-price repricing pulls every liquid cohort member higher over the following sessions, so we trade the cohort, not the individual name.
- Sector cohort multi-day median return decisively flipping positive
- Liquid cohort members across oil/energy and base metals
- Coordinated move (not idiosyncratic to one name)
Supply-chain ripple after a strong earnings beat
When a company reports a meaningful EPS beat, its connected suppliers and customers in the supply-chain graph re-rate bullishly over subsequent weeks — before their own earnings force a new read. The lead-name beat is information about the downstream and upstream too.
- Lead-name reports an EPS beat above the surprise threshold
- Connected suppliers and customers in the supply chain
- Window before the connected name's own earnings
C-suite open-market buying clusters
Multiple C-suite insider open-market purchase transactions (Form 4 P-code) within a short window indicate informed insider positioning. We track the cluster, not the single trade — one CFO buying is noise, multiple insiders in the same window is signal.
- Multiple Form 4 open-market purchase transactions
- C-suite insiders (not lower-level)
- Within a tight time window
Multi-day open-interest accumulation
Detects open interest being built in call options across multiple consecutive days. The pattern shows institutional positioning as a process rather than an event — moderate strike distribution (broad positioning), far-OTM bias, and a streak rather than a single-day footprint.
- Multi-day call OI accumulation streak
- Moderate strike concentration (broad positioning, not single-strike bet)
- Far-OTM bias
- LEAPS-weighted tenor mix
Fade when the institutional thesis fails
When an institutional OI build signal fails — the stock declines and the LEAPS call OI starts dropping within days of the setup — the institutional buyer was wrong, retail caught the call hype, and a short fade has historically strong edge as the position unwinds.
- Prior institutional OI build signal on the same name
- Subsequent equity decline
- LEAPS call OI dropping
- Within a short window of the original setup
Stealth long-dated accumulation
Captures positioning that's deliberately quiet — below the volume threshold that fires obvious unusual-activity alerts, but still showing the strike-and-tenor signature of informed accumulation. The institutional positioner who doesn't want to be seen still leaves a trail; we look at the trail.
- Moderate elevated volume (below spike thresholds)
- Disproportionate LEAPS share of total flow
- Strong call dominance
- Sustained over multiple trading sessions
Mean-reversion bounce after panic capitulation
Deep oversold readings on a crash day with elevated relative volume indicate panic capitulation — sellers exhausting themselves. Historical bounces from this state produce asymmetric mean-reversion returns over short windows.
- Deep RSI oversold reading
- Elevated relative volume (panic-level participation)
- Crash-day setup, not a slow drift
Bounces from extreme oversold
Stocks crushed to extreme oversold readings bounce at above-random rates, regardless of short-volume profile. The signal is the depth of the oversold, not the short-side flow. We avoid clusters of repeated fires because repeat-firing selects for continued failures, not bounces.
- Extreme RSI oversold (panic-level)
- First-fire of the signal on the name (not a re-fire)
- No cluster of recent same-signal hits
Supply-chain laggard catch-up
When a company reports a moderate EPS beat on a supply-chain linked name, the unreported laggard catches up over the following sessions as the read propagates. Smaller magnitude beat than the propagation play, different downstream dynamic.
- Moderate EPS beat range
- Supply-chain connected laggard with prior link
- Time window before the laggard's own earnings
Calls into weakness
Call-dominated options activity while the underlying equity is down over recent sessions. The divergence suggests smart-money accumulation through calls during a temporary weakness window — buying the dip with leverage rather than spot — and historically the equity catches back up to the options-implied thesis.
- Call-dominated options flow
- Underlying equity down meaningfully over recent sessions
- Elevated call-side volume ratio
- Time gap before next earnings (clean runway for thesis to develop)