Gamma Regime Indicator [Eloni]

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║ GAMMA REGIME / VWAP FLOW ENGINE ║
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┌──────────────────────┬─────────────────────────────┬────────────────────────────┬──────────────┐
│ MARKET STRUCTURE │ FLOW / SENTIMENT │ VOLATILITY / IV │ POSITION │
├──────────────────────┼─────────────────────────────┼────────────────────────────┼──────────────┤
│ • VWAP Distance │ • Call / Put / Total Vol │ • VIX / IV Level │ • Hold Bars │
│ • Round Levels │ • Z-Score Normalization │ • IV Slope (Up/Down) │ • Entry ≥ 5 │
│ • Prev Close │ • Flow Hot / Flow Cold │ • ATR Compress / Expand │ • Exit ≤ 2 │
│ • ATR % │ • PCR Ratio & Slope │ • Regime Shift Alert │ • Buffer │
│ • Near / Far Zones │ • Extremes Detection │ • Volatility Cycles │ • Reset │
└──────────────────────┴─────────────────────────────┴────────────────────────────┴──────────────┘



===============================================================================
PINNING REGIME (MEAN REVERSION ZONE)
===============================================================================

┌─────────────┐ ┌──────────────┐ ┌──────────────┐
│ LOCATION │ ----> │ CONFIRM │ ----> │ EXECUTE │
└─────────────┘ └──────────────┘ └──────────────┘

Near VWAP / Level Flow = Cold Fade Extremes
Near Prev Close ATR = Compress Sell High / Buy Low
IV = Down Scalps / Short DTE
PCR = Extreme

-------------------------------------------------------------------------------

WHERE
-----
- VWAP ± Threshold
- Gamma Walls
- Round Numbers
- Prior Day Close

INDICATORS
----------
- VWAP
- Volume Z-Score
- ATR Percent
- PCR
- VIX

STRATEGIES
----------
- VWAP Fade
- Range Scalping
- Iron Condors
- Credit Spreads
- Mean Reversion Options

AVOID
-----
- Expanding Range
- High Volume Breaks
- Rising IV
- News Events



===============================================================================
TREND / BREAKOUT REGIME (MOMENTUM ZONE)
===============================================================================

┌─────────────┐ ┌──────────────┐ ┌──────────────┐
│ LOCATION │ ----> │ CONFIRM │ ----> │ EXECUTE │
└─────────────┘ └──────────────┘ └──────────────┘

Far from VWAP Flow = Hot Buy Pullbacks
Outside Range ATR = Expand Break and Retest
IV = Rising Ride Momentum
PCR = Trending

-------------------------------------------------------------------------------

WHERE
-----
- Range High / Low
- VWAP Break
- Value Area Break
- Opening Range

INDICATORS
----------
- VWAP Bands
- Flow Z
- ATR Expansion
- IV Slope
- Volume Profile

STRATEGIES
----------
- Opening Range Breakout
- Trend Pullbacks
- Debit Spreads
- Futures Momentum
- Directional Options

AVOID
-----
- Fading Strength
- Weak Volume Moves
- Flat Volatility
- Midday Chop



===============================================================================
NO EDGE / BUFFER ZONE
===============================================================================

VWAP Reset | Session Open | Post-News | Low Volume

- Reduce Size
- Observe Only
- Wait for Alignment
- Capital Preservation



===============================================================================
REGIME DECISION MATRIX
===============================================================================

┌──────────────┬──────────────┬──────────────┬──────────────┬──────────────┐
│ STRUCTURE │ FLOW │ IV │ PCR │ REGIME │
├──────────────┼──────────────┼──────────────┼──────────────┼──────────────┤
│ Near │ Cold │ Down │ Extreme │ Pinning │
│ Far │ Hot │ Up │ Trending │ Trend │
│ Mixed │ Neutral │ Flat │ Neutral │ No Edge │
└──────────────┴──────────────┴──────────────┴──────────────┴──────────────┘



===============================================================================
EXECUTION PLAYBOOK
===============================================================================

PIN MODE
--------
Entry : VWAP / Level Touch + Flow Cold
Stop : VWAP Break + ATR Expansion
TP : Mid-Range / Mean Reversion
Size : Medium to High

TREND MODE
----------
Entry : Pullback to VWAP / EMA
Stop : Range Reclaim
TP : ATR Trail / Structure
Size : Scale In

NO EDGE
-------
Entry : None
Goal : Preservation
Focus : Patience



===============================================================================
CORE SYSTEM LOGIC
===============================================================================

PINNING = Liquidity Absorption -> Mean Reversion -> Sell Volatility
TREND = Momentum Expansion -> Directional Flow -> Buy Volatility
NO EDGE = Regime Unclear -> Capital Protection