How we find picks.
6 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.
Proven 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
Validated plays.
Cleared every gate and accumulated forward evidence beyond Emerging. One step before Proven.
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
Emerging 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)
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
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)