Predictive Alpha
Correlates institutional flow accumulation — dark pool prints, options sweeps, and block trades — against realised 3-day price performance. Identify trend reversals before they break out on the lit market.
AI-estimated 0–100 score reflecting dark pool activity, options sweep premium, and block trade volume relative to the lit market. High readings signal accumulation.
Measures how strongly dark pool volume % (usually 30–40% normally) predicts 3-day forward returns. Spikes above 45% often precede price moves.
Periods of 2+ consecutive days with high flow scores and elevated dark pool activity. Historically these zones precede breakouts on the lit market by 1–5 days.
The realised price return 3 trading days after each Smart Money reading — plotted as bars to visually validate the flow-to-price lag relationship.
Analyses 30-day history · Pearson correlation flow→price · Accumulation zone detection · 3-day forward return validation
