[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.]  The Tail That Wags The Dog [@TailThatWagsDog](/creator/twitter/TailThatWagsDog) on x 6179 followers Created: 2025-07-21 00:32:31 UTC Sun Jul XX | 7:00 PM CDT I've completed my week-long analysis of the options metrics and dark pools data provided by the Pro Subscription to @Signal_Sigma. I wanted to know which of the XX options metrics and XX dark pools dark pools measures ... have the strongest correlation with forward returns. The platform sources options data from Cboe and dark pools data from FINRA. Using @Signal_Sigma's Screener, Watchlist, and Chart functions ... paring down 6200 stocks ... exporting to spreadsheets to look at r-squared values ... that is, individual metrics vs returns ... the answer became clear. As I have been reiterating, the high performing names are not those that are commonly discussed in Social Media. That has been "Insight #1." "Insight #2:" Options positioning related to three specific GEX metrics and normalized skew were the strongest predictors of positive returns. All of these have target ranges wherein the probability of a greater than XX% quarterly return increases substantially. One of those, I now wouldn't invest without. And I can confirm ... the options market is the tail that wags the dog when it comes to equities. "Insight #3:" When it comes to dark pools ... it's aggression ... it's the statistical outliers ... but those trades do really well ... in context. So if it's not unusually big in dark pools data ... it's probably not important.  XXXXX engagements  **Related Topics** [correlation](/topic/correlation) [metrics](/topic/metrics) [Post Link](https://x.com/TailThatWagsDog/status/1947092290414997645)
[GUEST ACCESS MODE: Data is scrambled or limited to provide examples. Make requests using your API key to unlock full data. Check https://lunarcrush.ai/auth for authentication information.]
The Tail That Wags The Dog @TailThatWagsDog on x 6179 followers
Created: 2025-07-21 00:32:31 UTC
Sun Jul XX | 7:00 PM CDT
I've completed my week-long analysis of the options metrics and dark pools data provided by the Pro Subscription to @Signal_Sigma.
I wanted to know which of the XX options metrics and XX dark pools dark pools measures ... have the strongest correlation with forward returns. The platform sources options data from Cboe and dark pools data from FINRA.
Using @Signal_Sigma's Screener, Watchlist, and Chart functions ... paring down 6200 stocks ... exporting to spreadsheets to look at r-squared values ... that is, individual metrics vs returns ... the answer became clear.
As I have been reiterating, the high performing names are not those that are commonly discussed in Social Media. That has been "Insight #1."
"Insight #2:" Options positioning related to three specific GEX metrics and normalized skew were the strongest predictors of positive returns. All of these have target ranges wherein the probability of a greater than XX% quarterly return increases substantially. One of those, I now wouldn't invest without. And I can confirm ... the options market is the tail that wags the dog when it comes to equities.
"Insight #3:" When it comes to dark pools ... it's aggression ... it's the statistical outliers ... but those trades do really well ... in context. So if it's not unusually big in dark pools data ... it's probably not important.
XXXXX engagements
Related Topics correlation metrics