Research
Long-form market-structure research, thesis pieces, market-condition studies, post-mortems.
How to Calculate Futures Position Size: ES, MES, NQ, MNQ
The five-line calculation that turns account equity, a risk fraction, and stop distance into an ES, MES, NQ, or MNQ contract count, including when it is zero.
Options Open Interest vs. Volume: What Each Number Really Tells You
Open interest tracks outstanding options; volume tracks trades. Learn what each reveals, where both mislead, and why dealer gamma needs a signed position.
The Day Trading Mistakes That Actually Cost You Money
Overtrading, the disposition effect, and sizing by feel drain more retail accounts than bad analysis does. Here is what the research measured, and what rules-based execution fixes.
How Often Does the S&P 500 Break Its Expected Move?
Forward-tested data on how often the S&P 500 closes beyond its options-implied expected move, split by dealer gamma environment. Scored daily, no lookahead.
SpaceX's $1.75 Trillion IPO: The Biggest Listing Ever
SpaceX prices at 35 for a .75 trillion debut, the biggest IPO ever. Inside the deal terms, dual-class control, lock-ups, and the Tesla comparison.
The S&P 500 Gamma Level Accuracy Tracker: How Dealer-Positioning Levels Are Built, Tested Live, and Traded
A deep technical guide to our free, public S&P 500 gamma-level tool: the dealer-hedging mechanics behind the call wall, put wall and gamma flip, the exact GEX math with a worked example, how charm and vanna move the levels intraday, and how every level is graded forward-only in the open.
The AI Bubble Question, Decided by Twelve Numbers
A 2026 versus 2000 verdict scorecard. Six metrics worse than the dot-com peak. Five better. One is structurally new and has no historical precedent. The data that resolves the bear-versus-consensus fight, and the hedge structure that survives all three scenarios.