SPY
neutral13.5%strategy return
60.4%buy & hold
0.68Sharpe
3/4latest signal score
Net gamma per 1% move: $0. Gamma wall: 500, 505, 510.
Readout
- Gamma tells regime, not direction: positive gamma often dampens realized moves; negative gamma can amplify moves. It does not say “buy now” by itself.
- Signals need confirmation: the test combines trend, RSI, and volatility filters, then displays current gamma as context.
- Important limitation: historical option-chain gamma was not available through the current MCP tools, so the backtest is not a true historical GEX strategy.
QQQ
negative/destabilizing26.8%strategy return
78.8%buy & hold
0.94Sharpe
3/4latest signal score
Net gamma per 1% move: $-1,497. Gamma wall: 615, 610, 495.
AAPL
negative/destabilizing28.0%strategy return
59.6%buy & hold
0.76Sharpe
4/4latest signal score
Net gamma per 1% move: $-200,032. Gamma wall: 280, 277, 285.
MSFT
negative/destabilizing2.6%strategy return
13.9%buy & hold
0.15Sharpe
4/4latest signal score
Net gamma per 1% move: $-849,257. Gamma wall: 405, 400, 375.
NVDA
negative/destabilizing22.4%strategy return
347.0%buy & hold
0.44Sharpe
4/4latest signal score
Net gamma per 1% move: $-950,134. Gamma wall: 170, 165, 160.
Method
- Gamma exposure is a current Tradier MCP option-chain snapshot, not a complete buy/sell system.
- Tradier MCP exposes current option chains/Greeks and quotes. Its sandbox historical endpoint was sample-limited in this environment, so historical prices for the backtest use Yahoo chart data.
- Tradier MCP does not expose historical option-chain snapshots here, so this UI does not claim a historical gamma backtest.
- Backtest uses price/volume-derived signals: SMA20/SMA50 trend, RSI14, and realized volatility filter; 5 bps turnover cost.
Generated: 2026-05-09T12:04:18Z • Data window: 2024-01-01 → 2026-05-09