The Intra-Day Momentum Method with a Trend-Following Filter

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

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

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.

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