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"Dark pool" is not a black box, but occurs atoutside exchangeslarge block trades. When institutions want to change positions without alerting the market, they often go through here.
US stock dark pools refer to large block trades that are not matched on public exchanges but completed off-exchange (such as ATS alternative trading systems). They do not appear directly on regular order books, so they are often the "low-key channel" for large institutional position changes.
① Dark pool trade value and net buy/sell amount; ② Tick-by-tick/tiered large block trade structure; ③ Directional comparison between dark pool net amount and lit market fund flow; ④ Relative strength combined with individual stock liquidity.
The core isdirection and comparison: dark pool net buying + lit market institutional net buying = double buying, the strongest accumulation characteristic; dark pool net selling + lit market institutional net buying = contradictory direction, watch for distribution risk; dark pool net buying + lit market weakening = possible dark pool absorption.
Dark pools and the lit market are two sides of the same fund behavior. Looking only at dark pools easily leads to misjudgment; it must be read together with price, fund flow, and volume to determine whether funds are actually "entering" or "exiting".
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