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IDMM-ETFs QAT Systems, LLC The Intra-Day Momentum Method - ETFs

IDMM -ETF Results October 20, 2020

The SPY and DIA met the ML1 Level up in mid-afternoon trading around 1:15-1:30 PM. Neither ETF managed to make a move to the next level. The markets made very deep pullbacks that tested the Low of the day. Both the DIA and SPY closed below the Open of the day.

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QAT Systems, LLC The Intra-Day Momentum Method The Intra-Day Momentum Method - ETFs

IDMM -ETF Results October 19, 2010

All three market-based ETFs (SPY, QQQ, DIA) reach the MS1 level down in the first hour of trading. These ETFs continued lower and close below the MS3 Level Down during Monday’s trading session. Notice that after reaching the MS1 Level, each market pulled back. However, the pullbacks were not deep. Markets that pull back deep into the trading range are less likely to reach the extended levels.

The DIA reaches the MS1 @ 285.39 around 10:15 am and closes below the MS3 Level
The SPY reaches the MS1 Level 346.98 @ 10:15 and closes below the MS3 level.
The QQQ reaches the MS1 Level 288.40 @ 10:15 and closes below the MS3 level.
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QAT Systems, LLC

ML3 Early Trading

Stocks that have reached the ML3 Level Up in early trading. This research is designed to demonstrate that the High…

 

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The Intra-Day Momentum Method - ETFs

ETFs Reach MS1

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QAT Systems, LLC The Intra-Day Momentum Method

Are you looking for an EDGE?

The Intra-Day Momentum Method is a model for determining the intra-day market direction. The model was developed to find historically significant levels across a large number of stocks.

The model was applied to over 400 stocks from the S & P 500 from 4/2015 to the current day. The statistics are shown below.

Historical Results for The Intra-Day Momentum Method