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Category: QAT Systems, LLC

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

Posted on May 24, 2022

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…

Improving the Accuracy of The Intra-Day Momentum Method

Posted on April 26, 2022

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…

Why Math?

Posted on March 22, 2022

“All through time, people have basically acted and re-acted the same way in the market as a result of: greed, fear, ignorance, and hope – that is why the numerical formations and…

ETF Week in Review

Posted on March 1, 2022

In a holiday shortened trading week, we witnessed more intra-day volatility as a result of the situation in the Ukraine. SPY On Tuesday, the SPY made a ‘Fast Move’ to the ML1…

ETF Week in Review

Posted on February 22, 2022

The ETFs reached the Intra-Day Momentum Levels several times this week. The levels are presented in the graphs with explanations of market action. SPY The SPY reached the MS1 in a fast…

SPY reaches MS1

Posted on February 3, 2021

In a ‘Fast Move’ which occurred shortly after the Open, the SPY reached the MS1 Level down at 380.35. The Intra-Day Fast Moves, which occur at times other than ‘off the Open’…

SPY and DIA reach MS1 Level

Posted on February 1, 2021

The SPY and DIA both reached the MS1 Levels down in the first 30 minutes of trading. The most dangerous moves for the directional trade are ‘Fast Moves’. Fast is defined as…

SPY, DIA, and QQQ reach ML1

Posted on January 28, 2021

The SPY and DIA both reached the ML1 level in the first 15 minutes of trading. The QQQ was a little slower to react, reaching the ML1 around 10:45 AM. Fast Moves…

SPY reaches MS3 in early Trading

Posted on January 25, 2021

The SPY reached the MS3 Level down at 380.19 by 11 AM Monday morning. This was a relatively ‘Fast Move’. Fast Moves often come from ‘False Moves’.

DIA reaches ML1

Posted on January 20, 2021

The DIA has reached the ML1 Level at 311.46. The Downside Limit is 309.91. Strong markets do not tend to pull back all that much. A move to the Downside Limit would…

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