SP 500 | ||
---|---|---|
Current Stats 4-1-15 to 10-09-2020 | ||
*(Fed Meetings / Announcement Dates may not always included due to volatility) | ||
102314 | Close >= ML 1 | 50 % |
167938 | Close >= Open | 81 % |
206598 | Total ML 1 | |
208621 | Total MS 1 | |
164694 | Close <= Open | 79 % |
98833 | Close <= MS1 | 47 % |
51740 | ML 1 Reversals | 25 % |
51740 | MS 1 Reversals | 25 % |
Total Reversals | 14 % | |
These numbers are calculated EOD | ||
View the historical results of The Intra-Day Momentum Method as applied to the SP 500 from 3-19-15 to Present
Determining Daily Intra-Day Direction - Is it possible?
Successful speculation starts with observation. Instead of looking at charts, I have designed a methodology for determining intra-day direction based on 'measured moves' and created applications to answer my questions regarding trade-able tendencies and to assist in my research.
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Determining Daily Intra-Day Direction - Is it possible?
An updated paper that includes the probabilities of extended levels being reached and ways to prove that trading in the direction of a trend would likely increase a trader's edge.
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Does Trend Following Give a Trader an EDGE?
A question that has been left unanswered for centuries. Does trend-following give a trader an edge?
Is a solution out there? How do we answer this question? In order to find an answer, I chose to use The Intra-Day Momentum Method Levels as a starting point for the solution. The goal was not to specifically define a trend but to demonstrate mathematical solutions.
Determining Daily Intra-Day High/Low
The Intra-Day Momentum Method Levels are designed to determine the daily intra-day market direction. The results shown here are presented to demonstrate the model. When applied to over 400 stocks in the S & P 500 from April 2015 through October 2020, we see the following results. The graph below shows the High and Low of the day in relation to The Intra-Day Momentum Levels for this period of time. It demonstrates that the market has a specific price range in which it is most likely to trade.
View the Intra-Day Momentum Method in Real-Time, using a Proprietary web-based application that signals when stocks have crossed the levels.
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