Matrix Gamma Momentum (NQ-GEX)

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities (NQ/NDX/QQQ) · Timeframes: 5m, 15m

Thesis

NQ price momentum is most persistent when directional technical trends (GOM KOLA) align with the underlying Gamma regime (GEX). By using a matrix-based structural state filter to ensure price is expanding relative to its recent past, we can enter trades on ROC momentum crosses with a higher probability of trend continuation towards volatility extremes (Bollinger Bands).

Components

• Supported matrix.swap_columns Test (regime) — Functions as a 'Structural Flip' filter. By swapping data positions in a 1x2 matrix (current bar structure vs previous), it ensures the trend direction has undergone a functional state change before allowing entries.
• GOM KOLA SIDO — Full Integration (direction) — Provides the directional bias. Price must be on the correct side of both the Supertrend and the KOLA Pivot levels to align with institutional order flow.
• Rate of Change (ROC) (entry) — The final trigger. A zero-line cross confirms that the momentum has shifted in the direction of the established structural and gamma regime.
• Bollinger Bands (Standard) (exit) — Used for tactical exits. Mean reversion to the outer bands indicates price exhaustion within the current volatility regime.
• Point-Based Price Grid (risk) — Provides a rigid, non-subjective framework for risk. Stop losses and position sizing are calculated based on fixed point-intervals rather than ATR.
• GEX Levels + Breakout Structure + Session AVWAP — NQ/NDX/QQQ (volatility_filter) — Used as a macro-volatility gate. Positive Gamma (above Zero Gamma) suggests a lower-volatility trend environment, while Negative Gamma suggests high-volatility acceleration.

Known failure conditions

• GEX data strings are not updated (indicator becomes stale)
• NQ volatility drops below 10-point average candles, rendering the 30-point grid ineffective
• Price 'ping-pongs' across Zero Gamma level causing rapid regime switching (whipsaws)

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