GEX
Dealer gamma: fade the walls in positive gamma, go with the break in negative. 6 symbols x 5m / 15m / 30m / 60m. Underlying price only, no options.
Showing rules revision 2 only. Earlier rows ran under different rules and are kept in the logs.
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Variants
Each is the base with one thing changed, run side by side off the same data. Listed in the order they are defined, not by result — over a few weeks the best row is mostly luck. Pick one to see its gates below; everything under this table is for None only.
| Variant | Changed from base | Candidates | Taken | Closed | W / L | Avg | Total |
|---|---|---|---|---|---|---|---|
| base | — | 2331 | 244 | 244 | 80 / 164 | -1.06R | -257.96R |
| fade_wall_anchor | fade_anchor: flip → wall | 2306 | 260 | 260 | 82 / 178 | -0.99R | -258.32R |
| wall_tests_2 | max_wall_tests: 3 → 2 | 2306 | 237 | 237 | 76 / 161 | -1.09R | -257.39R |
| balance_010 | balance_firm_min: 0.15 → 0.1 | 2306 | 255 | 255 | 83 / 172 | -1.03R | -263.58R |
| balance_025 | balance_firm_min: 0.15 → 0.25 | 2306 | 207 | 207 | 70 / 137 | -1.11R | -230.25R |
| age_12 | entry_max_age_min: 7.0 → 12.0 | 2306 | 304 | 304 | 101 / 203 | -1.14R | -347.82R |
| window_7dte | window: None → 7dte | 1695 | 218 | 218 | 68 / 150 | -0.79R | -171.49R |
Dealer gamma now
The snapshot each instance is reading. Entries need it under 7.0 minutes old; an open position is closed past 30.0. ES and NQ read 0DTE and fall back to 7DTE while 0DTE is stale (it stops for several hours after each 16:00 expiry); RTY reads 7DTE.
ES 0dte
NEGATIVE
- Age
- 1617.1 min
- Balance
- 0.816
- Spot
- 7702.75
- Flip
- 7690.27
- Call walls
- 7600 · 7650 · 7675 · 7700 · 7710
- Put walls
- 7700
ES 7dte
NEGATIVE
- Age
- 1572.3 min
- Balance
- 0.588
- Spot
- 7702.75
- Flip
- 7320.00
- Call walls
- 7700 · 7750 · 7775 · 7800 · 7850
- Put walls
- 7700 · 7650 · 7640 · 7600 · 7550
NQ 0dte
POSITIVE
- Age
- 1619.6 min
- Balance
- 0.221
- Spot
- 29379.25
- Flip
- 29452.10
- Call walls
- 29500
- Put walls
- 30000 · 29800 · 29700 · 29600 · 29590
NQ 7dte
NEGATIVE
- Age
- 1575.3 min
- Balance
- 0.838
- Spot
- 29382.50
- Flip
- 27950.00
- Call walls
- 30000 · 30150 · 30250 · 30300 · 30400
- Put walls
- 30000 · 29600 · 29500 · 29200 · 29000
RTY 7dte
NEGATIVE
- Age
- 1580.2 min
- Balance
- 0.675
- Spot
- 2736.00
- Flip
- 2625.00
- Call walls
- 2775 · 2800 · 2820 · 2825 · 2850
- Put walls
- 2775 · 2750 · 2725 · 2700 · 2675
Open positions
Live track only — one per instance at most. 26 hypothetical positions also being followed.
| Instance | Setup | Entry | Wall | Stop | Next target | Open size | Since |
|---|---|---|---|---|---|---|---|
| flat | |||||||
Taken trades
Futures only, each read against its own GEX. A "proxy" row appears only when showing older revisions, which also traded the ETFs — weaker evidence, never added to the futures.
| Evidence | Setup | n | W / L | Avg | Total |
|---|---|---|---|---|---|
| direct | fade | 7 | 1 / 6 | -0.45R | -3.12R |
| direct | break | 138 | 55 / 83 | +0.02R | +2.98R |
| proxy | fade | 6 | 0 / 6 | -2.14R | -12.86R |
| proxy | break | 93 | 24 / 69 | -2.63R | -244.95R |
By instance
Taken trades only. Instances with none are not listed.
| Instance | n | W / L | Avg | Total | P&L |
|---|---|---|---|---|---|
| ES_15m | 15 | 5 / 10 | -0.26R | -3.90R | $-575.00 |
| ES_30m | 9 | 4 / 5 | +0.55R | +4.94R | $+962.50 |
| ES_5m | 32 | 8 / 24 | -0.17R | -5.46R | $-1,531.25 |
| ES_60m | 6 | 3 / 3 | -0.03R | -0.16R | $-93.75 |
| IWM_15m | 6 | 1 / 5 | -4.02R | -24.15R | $-16.23 |
| IWM_30m | 7 | 0 / 7 | -5.20R | -36.43R | $-22.77 |
| IWM_5m | 7 | 1 / 6 | -5.96R | -41.70R | $-14.76 |
| IWM_60m | 4 | 0 / 4 | -2.87R | -11.48R | $-15.07 |
| NQ_15m | 14 | 6 / 8 | -0.26R | -3.57R | $+1,172.50 |
| NQ_30m | 9 | 5 / 4 | +0.13R | +1.13R | $+4,215.00 |
| NQ_5m | 32 | 12 / 20 | -0.25R | -8.05R | $-2,310.00 |
| NQ_60m | 6 | 3 / 3 | +0.27R | +1.59R | $+4,015.00 |
| QQQ_15m | 8 | 1 / 7 | -2.64R | -21.09R | $-40.75 |
| QQQ_30m | 7 | 1 / 6 | -3.31R | -23.16R | $-53.92 |
| QQQ_5m | 22 | 8 / 14 | -3.12R | -68.63R | $-53.56 |
| QQQ_60m | 5 | 0 / 5 | -3.23R | -16.16R | $-41.35 |
| RTY_15m | 4 | 2 / 2 | +0.59R | +2.34R | $+1,380.00 |
| RTY_30m | 5 | 3 / 2 | +0.79R | +3.93R | $+1,739.36 |
| RTY_5m | 9 | 2 / 7 | +0.74R | +6.69R | $+1,057.50 |
| RTY_60m | 4 | 3 / 1 | +0.09R | +0.37R | $+200.00 |
| SPY_15m | 6 | 3 / 3 | +0.27R | +1.60R | $+0.69 |
| SPY_30m | 6 | 3 / 3 | -0.97R | -5.83R | $-6.90 |
| SPY_5m | 18 | 5 / 13 | -0.36R | -6.45R | $-3.66 |
| SPY_60m | 3 | 1 / 2 | -1.45R | -4.34R | $-6.71 |
Does the regime separate outcomes?
The claim under test: fades work in positive gamma and breaks in negative. The strategy only trades the two rows marked "with"; the other two are candidates the regime gate blocked, followed to an outcome anyway so there is something to compare against.
| Setup | Regime at signal | Thesis | n | W / L | Avg | Total |
|---|---|---|---|---|---|---|
| fade | POSITIVE | with | 55 | 7 / 48 | -0.73R | -40.04R |
| fade | NEGATIVE | against | 282 | 29 / 252 | -1.84R | -518.89R |
| break | POSITIVE | against | 96 | 47 / 49 | -0.43R | -41.24R |
| break | NEGATIVE | with | 574 | 204 / 370 | -0.97R | -558.18R |
Gates
2331 candidates raised, 244 taken. "Failed" counts every candidate a gate failed on; "first" only those where it was the first to fail. The right-hand columns are what the blocked candidates went on to do — a gate is earning its place when that is worse than the taken trades' -1.06R.
| Gate | Failed | First | Followed | W / L | Avg | Total |
|---|---|---|---|---|---|---|
| stale | 753 | 753 | 307 | 90 / 217 | -1.41R | -433.72R |
| session | 408 | 273 | 118 | 41 / 77 | -1.41R | -166.16R |
| no_atr | 0 | 0 | 0 | 0 / 0 | — | — |
| regime | 1466 | 820 | 207 | 43 / 163 | -1.07R | -221.91R |
| band | 135 | 31 | 6 | 0 / 6 | -3.60R | -21.59R |
| chop | 0 | 0 | 0 | 0 / 0 | — | — |
| balance | 617 | 138 | 103 | 22 / 81 | -0.57R | -58.34R |
| not_extended | 928 | 20 | 0 | 0 / 0 | — | — |
| wall_tests | 246 | 3 | 2 | 0 / 2 | -1.06R | -2.11R |
| wick | 0 | 0 | 0 | 0 / 0 | — | — |
| no_plan | 921 | 0 | 0 | 0 / 0 | — | — |
| moved | 119 | 15 | 0 | 0 / 0 | — | — |
| in_position | 34 | 34 | 20 | 11 / 9 | +0.17R | +3.44R |
Break entry: chase or wait for the retest?
Every break also raises a hypothetical limit back at the broken wall, with the same stop and targets. 576 raised, 119 never filled.
| Entry | n | W / L | Avg | Total |
|---|---|---|---|---|
| At the close (taken + blocked) | 670 | 251 / 419 | -0.89R | -599.42R |
| At the retest (filled only) | 457 | 69 / 386 | -3.61R | -1648.30R |
Recent candidates
Newest first, taken and blocked alike.
| Time (ET) | Instance | Setup | Regime | Balance | Age | Wall | Outcome |
|---|---|---|---|---|---|---|---|
| 2026-10-16 17:00:35 | ES_60m | fade long | NEGATIVE | 0.816 | 37.1m | 7700.00 | stale +5 |
| 2026-10-16 17:00:35 | ES_30m | fade long | NEGATIVE | 0.816 | 37.1m | 7700.00 | stale +5 |
| 2026-10-16 16:45:35 | ES_15m | fade long | NEGATIVE | 0.816 | 22.1m | 7700.00 | stale +5 |
| 2026-10-16 16:45:35 | ES_5m | break long | NEGATIVE | 0.816 | 22.1m | 7700.00 | stale +1 |
| 2026-10-16 16:45:35 | ES_5m | fade long | NEGATIVE | 0.816 | 22.1m | 7700.00 | stale +4 |
| 2026-10-16 16:35:35 | ES_5m | break long | NEGATIVE | 0.816 | 12.1m | 7700.00 | stale +1 |
| 2026-10-16 16:30:35 | ES_30m | fade long | NEGATIVE | 0.816 | 7.1m | 7700.00 | stale +5 |
| 2026-10-16 16:30:35 | ES_15m | fade long | NEGATIVE | 0.816 | 7.1m | 7700.00 | stale +5 |
| 2026-10-16 16:30:35 | ES_5m | fade long | NEGATIVE | 0.816 | 7.1m | 7700.00 | stale +4 |
| 2026-10-16 16:15:35 | NQ_15m | break short | NEGATIVE | 0.824 | 5.6m | 29400.00 | session |
| 2026-10-16 16:15:35 | NQ_15m | fade long | NEGATIVE | 0.824 | 5.6m | 29350.00 | session +3 |
| 2026-10-16 16:15:35 | ES_15m | break short | NEGATIVE | 0.729 | 7.4m | 7705.00 | stale +1 |
| 2026-10-16 16:15:35 | ES_15m | fade long | NEGATIVE | 0.729 | 7.4m | 7695.00 | stale +4 |
| 2026-10-16 16:15:35 | ES_15m | fade short | NEGATIVE | 0.729 | 7.4m | 7700.00 | stale +2 |
| 2026-10-16 16:15:35 | ES_5m | fade long | NEGATIVE | 0.729 | 7.4m | 7695.00 | stale +5 |
| 2026-10-16 16:05:35 | NQ_5m | fade long | NEGATIVE | 0.802 | 11.2m | 29350.00 | stale +4 |
| 2026-10-16 16:05:35 | ES_5m | break short | NEGATIVE | 0.695 | 7.7m | 7700.00 | stale +1 |
| 2026-10-16 16:05:35 | ES_5m | fade short | NEGATIVE | 0.695 | 7.7m | 7700.00 | stale +2 |
| 2026-10-16 16:00:35 | QQQ_60m | fade long | NEGATIVE | 0.802 | 6.2m | 708.82 | session +3 |
| 2026-10-16 16:00:35 | QQQ_60m | fade short | NEGATIVE | 0.802 | 6.2m | 710.03 | session +1 |
| 2026-10-16 16:00:35 | SPY_60m | break long | NEGATIVE | 0.695 | 8.1m | 762.20 | stale +1 |
| 2026-10-16 16:00:35 | SPY_60m | fade long | NEGATIVE | 0.695 | 8.1m | 762.20 | stale +4 |
| 2026-10-16 16:00:35 | NQ_60m | fade long | NEGATIVE | 0.802 | 6.2m | 29350.00 | session +3 |
| 2026-10-16 16:00:35 | NQ_60m | fade short | NEGATIVE | 0.802 | 6.2m | 29400.00 | session +1 |
| 2026-10-16 16:00:35 | ES_60m | fade long | NEGATIVE | 0.695 | 8.1m | 7700.00 | stale +4 |
| 2026-10-16 16:00:35 | QQQ_30m | fade long | NEGATIVE | 0.802 | 6.2m | 708.77 | session +3 |
| 2026-10-16 16:00:35 | QQQ_30m | fade short | NEGATIVE | 0.802 | 6.2m | 709.98 | session +1 |
| 2026-10-16 16:00:35 | SPY_30m | fade long | NEGATIVE | 0.695 | 8.1m | 762.21 | stale +4 |
| 2026-10-16 16:00:35 | NQ_30m | fade long | NEGATIVE | 0.802 | 6.2m | 29350.00 | session +3 |
| 2026-10-16 16:00:35 | NQ_30m | fade short | NEGATIVE | 0.802 | 6.2m | 29400.00 | session +1 |
| 2026-10-16 16:00:35 | ES_30m | fade long | NEGATIVE | 0.695 | 8.1m | 7700.00 | stale +4 |
| 2026-10-16 16:00:35 | QQQ_15m | fade long | NEGATIVE | 0.802 | 6.2m | 708.73 | session +3 |
| 2026-10-16 16:00:35 | QQQ_15m | fade short | NEGATIVE | 0.802 | 6.2m | 709.93 | session +1 |
| 2026-10-16 16:00:35 | SPY_15m | break long | NEGATIVE | 0.695 | 8.1m | 762.25 | stale +1 |
| 2026-10-16 16:00:35 | SPY_15m | fade long | NEGATIVE | 0.695 | 8.1m | 762.25 | stale +4 |
| 2026-10-16 16:00:35 | NQ_15m | break long | NEGATIVE | 0.802 | 6.2m | 29300.00 | session |
| 2026-10-16 16:00:35 | NQ_15m | fade long | NEGATIVE | 0.802 | 6.2m | 29350.00 | session +3 |
| 2026-10-16 16:00:35 | NQ_15m | fade short | NEGATIVE | 0.802 | 6.2m | 29400.00 | session +1 |
| 2026-10-16 16:00:35 | ES_15m | fade long | NEGATIVE | 0.695 | 8.1m | 7700.00 | stale +4 |
| 2026-10-16 16:00:35 | QQQ_5m | fade long | NEGATIVE | 0.802 | 6.2m | 709.89 | session +3 |
Recent closes
Newest first, all three tracks. Only "live" is the strategy's own record.
| Closed (ET) | Instance | Track | Setup | Entry | Exit | Reason | Result | P&L |
|---|---|---|---|---|---|---|---|---|
| 2026-10-17 16:00:35 | ES_15m | blocked (stale) | break short | 7699.50 | 7703.00 | session_end | -0.35R | — |
| 2026-10-17 16:00:35 | ES_5m | retest | break long | 7700.00 | 7703.00 | session_end | +1.72R | — |
| 2026-10-17 16:00:35 | ES_5m | blocked (stale) | break long | 7702.75 | 7703.00 | session_end | +0.06R | — |
| 2026-10-16 18:55:17 | SPY_60m | retest | break long | 762.20 | 761.50 | stop | -1.04R | — |
| 2026-10-16 18:46:24 | SPY_15m | retest | break long | 762.25 | 761.75 | stop | -1.14R | — |
| 2026-10-16 16:51:35 | NQ_60m | blocked (session) | fade short | 29381.00 | 29381.75 | stale_gex | -0.01R | — |
| 2026-10-16 16:51:35 | NQ_30m | blocked (session) | fade short | 29383.25 | 29381.75 | stale_gex | +0.03R | — |
| 2026-10-16 16:51:35 | NQ_15m | blocked (session) | fade short | 29380.25 | 29381.75 | stale_gex | -0.04R | — |
| 2026-10-16 16:51:35 | NQ_5m | blocked (session) | fade short | 29384.00 | 29381.75 | stale_gex | +0.07R | — |
| 2026-10-16 16:30:00 | NQ_30m | retest | break short | — | — | no_fill | — | — |
| 2026-10-16 16:30:00 | ES_15m | blocked (stale) | fade short | 7699.50 | 7701.25 | wall_break | -0.36R | — |
| 2026-10-16 16:30:00 | ES_5m | retest | break short | 7700.00 | 7701.25 | reclaim | -0.46R | — |
| 2026-10-16 16:30:00 | ES_5m | blocked (stale) | break short | 7697.00 | 7701.25 | reclaim | -0.75R | — |
| 2026-10-16 16:30:00 | ES_5m | blocked (stale) | fade short | 7697.00 | 7701.25 | wall_break | -0.75R | — |
| 2026-10-16 16:17:35 | NQ_15m | blocked (session) | break short | 29370.50 | 29355.25 | regime_flip | +0.29R | — |
| 2026-10-16 16:17:35 | NQ_15m | blocked (session) | break long | 29380.25 | 29355.25 | regime_flip | -0.24R | — |
| 2026-10-16 16:14:25 | QQQ_60m | blocked (session) | fade short | 709.54 | 728.16 | stop | -11.48R | — |
| 2026-10-16 16:14:25 | QQQ_30m | blocked (session) | fade short | 709.54 | 728.16 | stop | -14.59R | — |
| 2026-10-16 16:14:25 | QQQ_15m | blocked (session) | fade short | 709.42 | 728.16 | stop | -17.67R | — |
| 2026-10-16 16:04:05 | SPY_60m | blocked (stale) | break long | 762.72 | 763.25 | trail | +1.04R | — |
| 2026-10-16 16:04:05 | SPY_15m | blocked (stale) | break long | 762.72 | 763.25 | trail | +1.40R | — |
| 2026-10-16 16:00:31 | ES_5m | retest | break long | 7700.00 | 7697.25 | stop | -1.03R | — |
| 2026-10-16 16:00:31 | ES_5m | blocked (stale) | break long | 7705.00 | 7697.25 | stop | -1.01R | — |
| 2026-10-16 16:00:00 | NQ_60m | retest | break short | — | — | no_fill | — | — |
| 2026-10-16 16:00:00 | ES_60m | retest | break short | — | — | no_fill | — | — |
| 2026-10-16 16:00:00 | ES_30m | retest | break short | — | — | no_fill | — | — |
| 2026-10-16 16:00:35 | NQ_60m | blocked (session) | break short | 29351.50 | 29382.50 | session_end | -0.39R | — |
| 2026-10-16 16:00:35 | NQ_60m | blocked (stale) | fade short | 30162.50 | 29382.50 | session_end | +12.41R | — |
| 2026-10-16 16:00:35 | NQ_30m | blocked (regime) | fade short | 30069.25 | 29382.50 | session_end | +15.23R | — |
| 2026-10-16 16:00:35 | NQ_15m | retest | break short | 29400.00 | 29382.50 | session_end | +0.79R | — |
| 2026-10-16 16:00:35 | NQ_15m | blocked (stale) | break short | 29327.25 | 29382.50 | session_end | -0.58R | — |
| 2026-10-16 16:00:35 | NQ_15m | blocked (regime) | fade short | 30077.50 | 29382.50 | session_end | +20.76R | — |
| 2026-10-16 16:00:35 | NQ_5m | blocked (stale) | fade short | 30082.50 | 29382.50 | session_end | +28.69R | — |
| 2026-10-16 16:00:35 | ES_60m | blocked (regime) | fade short | 7782.25 | 7705.25 | session_end | +3.71R | — |
| 2026-10-16 16:00:35 | ES_30m | blocked (regime) | fade short | 7782.25 | 7705.25 | session_end | +3.87R | — |
| 2026-10-16 16:00:35 | ES_15m | blocked (regime) | fade short | 7792.75 | 7705.25 | session_end | +9.67R | — |
| 2026-10-16 16:00:35 | ES_5m | blocked (regime) | fade short | 7792.75 | 7705.25 | session_end | +10.40R | — |
| 2026-10-16 15:59:24 | NQ_5m | retest | break short | 29400.00 | 29414.25 | stop | -1.01R | — |
| 2026-10-16 15:59:24 | NQ_5m | blocked (stale) | break short | 29375.25 | 29414.25 | stop | -1.00R | — |
| 2026-10-16 15:54:10 | ES_15m | retest | break short | 7700.00 | 7704.50 | stop | -1.05R | — |