The goal of this research is to determine if applying a short-term directional indicator would increase the accuracy of The Intra-Day Momentum Method(IDMM) levels. We will examine the results for three ETFs over the past three months. The ETFs we will examine are the SPY, DIA, and QQQ. While there are many different ways to… Continue reading The Intra-Day Momentum Method with a Trend-Following Filter
The Intra-Day Momentum Method as applied to ETFs.
Improving the Accuracy of The Intra-Day Momentum Method
In an effort to improve the accuracy of The Intra-Day Momentum Method levels, I have made a few adjustments to the approach. After creating the methodology, I needed a way to demonstrate it as well as a way to track it’s progress. I developed web-based applications to perform these tasks. After a few years, the… Continue reading Improving the Accuracy of The Intra-Day Momentum Method
ETF Week in Review
Over the week of 2-7-22 to 2-11-22, the ETFs reached the levels intra-day several times. The Gap Up on Wednesday resulted in a tight range for each of the ETFs. On Thursday however, in a Fast Move, the markets attempted to close the gap. The move failed and later the ETFs became intra-day reversals. All… Continue reading ETF Week in Review
ETF Week in Review
A review of the previous week of The Intra-Day Momentum Method as applied to the SPY, QQQ, and DIA
Fast Moves in the QQQ, DIA, and SPY
Fast Moves often come from False Moves. The QQQ reached the MS3 level @ 364.55 down in the first hour of trading. The DIA reached the MS2 Level down @ 352.80 in the first hour of trading. The SPY reached the MS1 Level down @ 443.43 in the first 30 minutes of trading.
Results for 6-10-21
All three market-based ETFs had ‘Fast Moves’ off the Open. The SPY and DIA resulted in Intra-Day Reversals. The QQQ managed to extend to the ML2 Level and after a rather deep pullback returned to that level.
IDMM-ETF Results December 8, 2020
The QQQ reached the MS1 Level at 305.55 in the first 30 minutes of trading. ‘Fast Move’s often come from ‘False Moves’, as they say. Weak stocks do not tend to pull back all that much. The QQQ rallied after spending just a few minutes below the MS1 Level. It reached the Upside Limit at… Continue reading IDMM-ETF Results December 8, 2020
IDMM-ETF Results December 7, 2020
The DIA reached the MS1 Level down at 300.74 around 1 PM. The Upside Limit was 302.29. The DIA closed above the MS1 Level, but below the Open of the day. The SPY reached the MS1 Level at 367.72 in the last 15 minutes of trading. When a level is reached so late in the… Continue reading IDMM-ETF Results December 7, 2020
IDMM-ETF Results December 4, 2020
The DIA and SPY both reached the ML1 Levels between 10 and 11 AM. The SPY ML1 was at 368.60 with a Downside Limit of 366.68. The DIA’s ML1 was at 301.84 with a Downside Limit of 300.19. Both ETFs had solid moves that were not ‘Fast’ in terms of time. Both also did not… Continue reading IDMM-ETF Results December 4, 2020
IDMM-ETF Results December 3, 2020
The QQQ was an Intra-Day Reversal on Wednesday. Unless there was an increase in volatility, back-to-back Intra-Day Reversals were unlikely. The QQQ reached the MLS1 at 305.71, around 11 AM. The ETF was then range-bound for the remainder of the afternoon. As it traded between the ML1 and the Downside Limit, closing just above the… Continue reading IDMM-ETF Results December 3, 2020