Converge Point Research
Dealer positioning · Volatility regime · Research, not advice
Every morning we read the options dealers' book for two things that matter: is today an expansion or a compression day, and the proprietary confluence levels where price is most likely to react. Then we publish a scorecard for every call, so you can check our work.
We publish the math; you trade the book.
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Each zone scores how many independent dealer anchors (gamma walls, gamma/delta flip, value-area, absorption) converge on one price. The more that stack, the more the level matters — that convergence is the converge point.
Research and decision support, not execution advice or a trade recommendation. Futures and options involve substantial risk.
A call that simply said "expansion" every single day would still post a high hit rate during a volatile stretch — without predicting anything. So the only number we treat as real is skill: our hit rate minus the base rate a constant call would have scored. Skill near zero means no edge yet, however good the raw hit rate looks.
We mark the scorecard PROVISIONAL until it clears a bar we committed to in advance: at least 20 graded sessions, and at least 5 expansion and 5 compression calls — so the call has to be shown right when it says markets will be calm, not just when they're wild. Until then we show you the honest in-progress numbers instead of a headline we haven't earned.
In short: PROVISIONAL is us refusing to flatter ourselves with a number that doesn't yet mean anything. When it flips to VERIFIED, the edge is real and measured — not assumed.
| Date | Call | Realized regime | Result |
|---|
Grading rule: at the next session close we compute realized RTH volatility; EXPANSION if it exceeds the 20-day median, COMPRESSION otherwise — then compare to the morning call. Objective and falsifiable.
| Alert type | Firings | Graded | Status |
|---|
Long gamma dampens moves, so a confluence zone should hold; short gamma amplifies them, so it should break. We grade each touch against that regime expectation, by confluence score, and only count it as edge if it beats plain round-number levels. Same falsifiable rules as the regime call.
Pro launches once the intraday alert feed is governed for signal quality. Prices in USD.
One email each morning: today's regime call + the scorecard. No noise, unsubscribe anytime.
By subscribing you agree this is educational research, not financial advice. We never custody funds, route orders, or promise returns.
