{"id":"sentiment-institutional-positioning","category":"sentiment","title":"Institutional Positioning and Dark Pool Activity","summary":"13F filings, unusual options flow, and dark pool prints reveal institutional intent.","trigger":{"always":false,"sectors":[],"tickers":[],"regimes":[]},"ttl_hours":168,"content":{"data_sources":{"13F_filings":"Quarterly SEC filings — hedge fund and institutional positions. 45-day lag makes it historical, not real-time.","unusual_options":"Large call sweeps above 0.70 delta or unusual put buying signal institutional directional bets","dark_pool_prints":"Large block trades executed off-exchange — institutional accumulation or distribution"},"actionable_signals":{"new_13F_position":"Major institution (Berkshire, Tiger, Soros) initiates new position — follow with small allocation","call_sweep_signal":"Unusually large call sweep ($1M+ notional) at OTM strike → institutional bullish bet; buy smaller position same direction","dark_pool_accumulation":"Repeated large prints at same price level below market — institutional accumulation zone; treat as support","13F_exit":"Institution fully exits a position — caution signal, review your thesis"},"limitations":["13Fs are 45-day lagged — institutions may have already exited by the time you see their entry","Dark pool activity can be hedging, not directional — always combine with other signals","Options flow can be hedging on existing positions — delta of the underlying matters"],"verdict":"Institutional flow is the most reliable signal because institutions do extensive due diligence. 13F new positions from top-tier managers are worth researching. Unusual options sweeps are real-time — act within the same trading session for maximum edge."}}