How we find picks.
3 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.
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.
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