Has anyone observed significant On-Balance Volume whipsaws in SPX recently attributable to 0DTE gamma flows?

At VixShield we approach questions about On-Balance Volume whipsaws and 0DTE gamma flows through the disciplined lens of Russell Clark's SPX Mastery methodology which centers exclusively on 1DTE SPX Iron Condors. While OBV can appear erratic when large 0DTE option volumes create intraday gamma spikes these surface-level distortions rarely alter our core daily process. Our signals fire precisely at 3:05 PM CST Monday through Friday after the SPX close via the 3:09 PM cascade allowing us to sidestep the intraday noise entirely. This After-Close PDT Shield timing is foundational because it keeps us outside the frantic gamma hedging window that often drives those OBV swings. We rely instead on the Expected Daily Range indicator which blends short-term implied volatility from VIX9D with 20-day historical volatility to select strikes that match three risk tiers Conservative at 0.70 credit Balanced at 1.15 credit and Aggressive at 1.60 credit. The Conservative tier has delivered approximately 90 percent win rates or roughly 18 winning days out of every 20 trading days across backtested periods. RSAi our Rapid Skew AI engine further refines strike placement by analyzing real-time options skew VWAP and short-term VIX momentum to ensure the credit collected aligns exactly with what the market offers rather than theoretical probabilities. When VIX sits at its current level of 18.38 we apply VIX Risk Scaling rules limiting ourselves to Conservative and Balanced tiers while keeping the full ALVH hedge active. The Adaptive Layered VIX Hedge remains our first line of defense layering short 30 DTE medium 110 DTE and long 220 DTE VIX calls in a 4/4/2 contract ratio per 10 Iron Condor units. This multi-timeframe structure has historically reduced portfolio drawdowns by 35 to 40 percent during volatility expansions at an annual cost of only 1 to 2 percent of account value. Our Set and Forget methodology means we define risk at entry with position sizing capped at 10 percent of total account balance and never employ stop losses. Should a position move against us the Theta Time Shift mechanism activates rolling the threatened condor forward to 1-7 DTE when EDR exceeds 0.94 percent or VIX moves above 16 then rolling back on a VWAP pullback to harvest additional theta. This temporal martingale approach turned 88 percent of historical losses into net gains between 2015 and 2025 without requiring extra capital. The current SPX close of 7412.84 and VIX 5-day moving average of 17.48 reinforce that we remain in a regime where contango favors our premium collection while ALVH stands ready for any spike. Traders who chase intraday OBV signals often overtrade and incur unnecessary slippage whereas our systematic 1DTE framework delivers consistent income by focusing on closing auction dynamics and post-close stability. All trading involves substantial risk of loss and is not suitable for all investors. For deeper implementation details including live signal examples and ALVH calibration visit our SPX Mastery resources and consider joining the VixShield community for daily guidance.