Detection, Decoding of "Power Track" Predictive Signaling in Equity Market Data
3 days ago
- #algorithmic-trading
- #stock-market
- #market-manipulation
- Discovery of 'Power Tracks' in stock market trading data that predict future price movements.
- Methodology developed to detect, extract, and decode these signals in real-time.
- Case study on GameStop Corp. (GME) using 1-minute interval price data.
- Statistical validation shows predictive alignment with p < 0.001.
- Power Tracks can predict price corridors from minutes to months ahead.
- Multiple instances of overlapping signals ('layered' signals) influencing price trajectories.
- Real-time detection of new tracks within ~300 ms of appearance.
- Technical details provided for reproducibility, including parameter choices and decoding logic.
- Potential origins of signals include algorithmic coordination or hidden liquidity mechanisms.
- Implications for market fairness and transparency, with recommendations for regulators and researchers.