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The Mega-Cap PEAD Inversion: When the Reaction Is the Trade, and When It Is the Trap
A 91-event study of post-earnings reactions in AAPL, MSFT, GOOGL, AMZN, META, NVDA and TSLA from 2023 to 2026. Classical PEAD inverts at the extremes — strong reactions fade, weak reactions bounce.
The Gap Map: When US Equity Gaps Continue, Fade, and Mean Nothing
A 4-year, 6,552-event study of overnight gaps in SPY, QQQ, IWM, NVDA, TSLA and AAPL. Large gaps fade, mid-size gaps are the trade-able bucket, and the regime declares itself in the first 30 minutes.
Reading Level 2 Like a Prop Trader: Queue Structure, False Depth, and Execution Intelligence
Reading Level 2 isn't about staring at displayed size — it's about testing whether displayed size is real. Refresh behavior, queue stability, asymmetric clearing, and false depth tell the prop trader far more than the headline numbers. Same screen, completely different read.
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