Backdraft

When options dealers are net short gamma, their hedging chases price instead of leaning against it — moves get amplified rather than damped. Backdraft reads the direction of the first fifteen minutes after the New York open and, only on those short-gamma days (prior-day QQQ net GEX below zero, computed from our own live option-chain feed), follows it to the close. No stop, no target, one trade a day, flat overnight — and deliberately flat whenever gamma is positive. Honest disclosure up front: this is a regime sleeve. The seven-year backtest was dormant-to-negative in 2019–21, then printed five straight green years once the short-gamma era began in 2022 (67–68% win rate in 2025–26, t=2.6 overall, max drawdown $94k). If the regime leaves, so does the edge — the live record will show it either way. Uncorrelated to every other sleeve on this board (+0.07…+0.16).

• Prior-EOD net GEX < 0 gate
• 09:30→09:45 direction read
• Hold to the 16:00 close
• 1 trade/day · flat overnight