For those using GEX to trade SPY options with longer-dated expirations: how do you test whether additional filters actually improve trade selection?

I’m researching a gamma-based framework that combines the GEX regime and distance to Gamma Flip with IV Rank, volatility risk premium (VRP), VIX term structure, and price confirmation through RSI, ADX, and directional movement.

In some cases, the framework identifies a negative Net GEX regime with price below Gamma Flip, but still returns NO TRIGGER because the volatility or price-confirmation conditions aren’t met. The structural context may be present, but the setup doesn’t qualify under the full set of rules.

I haven’t established that these additional filters improve performance.…