{"id":4153,"date":"2022-07-25T18:17:29","date_gmt":"2022-07-25T22:17:29","guid":{"rendered":"https:\/\/www.qatsystems.com\/analytics\/?p=4153"},"modified":"2022-07-25T18:17:32","modified_gmt":"2022-07-25T22:17:32","slug":"week-in-review","status":"publish","type":"post","link":"https:\/\/www.qatsystems.com\/analytics\/2022\/07\/25\/week-in-review\/","title":{"rendered":"Week in Review"},"content":{"rendered":"\n<h4 class=\"wp-block-heading\">For July 18 &#8211; 22, 2022 <\/h4>\n\n\n\n<p>The Intra-Day Momentum Method (IDMM) applied to the SPY, QQQ, and DIA.  Using a Daily Directional Indicator (DDI) and an Intra-Day Reversal Filter.  This strategy will be referred to as IDMM-DDIR.<\/p>\n\n\n\n<figure class=\"wp-block-embed is-type-video is-provider-youtube wp-block-embed-youtube wp-embed-aspect-16-9 wp-has-aspect-ratio\"><div class=\"wp-block-embed__wrapper\">\n<div class=\"jetpack-video-wrapper\"><iframe loading=\"lazy\" title=\"IDMM-DDIR Week in Review\" width=\"640\" height=\"360\" src=\"https:\/\/www.youtube.com\/embed\/baixnFOw22M?feature=oembed\" frameborder=\"0\" allow=\"accelerometer; autoplay; clipboard-write; encrypted-media; gyroscope; picture-in-picture; web-share\" referrerpolicy=\"strict-origin-when-cross-origin\" allowfullscreen><\/iframe><\/div>\n<\/div><\/figure>\n\n\n\n<figure class=\"wp-block-image size-full is-resized\"><img data-recalc-dims=\"1\" loading=\"lazy\" decoding=\"async\" src=\"https:\/\/i0.wp.com\/www.qatsystems.com\/analytics\/wp-content\/uploads\/2022\/07\/DDI-Reversal-Filter-Rules.png?resize=421%2C407&#038;ssl=1\" alt=\"\" class=\"wp-image-4166\" width=\"421\" height=\"407\" srcset=\"https:\/\/i0.wp.com\/www.qatsystems.com\/analytics\/wp-content\/uploads\/2022\/07\/DDI-Reversal-Filter-Rules.png?w=418&amp;ssl=1 418w, https:\/\/i0.wp.com\/www.qatsystems.com\/analytics\/wp-content\/uploads\/2022\/07\/DDI-Reversal-Filter-Rules.png?resize=300%2C290&amp;ssl=1 300w\" sizes=\"auto, (max-width: 421px) 100vw, 421px\" \/><\/figure>\n\n\n\n<p>The rules presented above have been applied to the SPY, QQQ, and DIA.  The results are as follows:<\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img data-recalc-dims=\"1\" loading=\"lazy\" decoding=\"async\" width=\"640\" height=\"146\" src=\"https:\/\/i0.wp.com\/www.qatsystems.com\/analytics\/wp-content\/uploads\/2022\/07\/IDMM-DIR-7-18-2022-WIR-Dark.png?resize=640%2C146&#038;ssl=1\" alt=\"\" class=\"wp-image-4168\" srcset=\"https:\/\/i0.wp.com\/www.qatsystems.com\/analytics\/wp-content\/uploads\/2022\/07\/IDMM-DIR-7-18-2022-WIR-Dark.png?w=971&amp;ssl=1 971w, https:\/\/i0.wp.com\/www.qatsystems.com\/analytics\/wp-content\/uploads\/2022\/07\/IDMM-DIR-7-18-2022-WIR-Dark.png?resize=300%2C68&amp;ssl=1 300w, https:\/\/i0.wp.com\/www.qatsystems.com\/analytics\/wp-content\/uploads\/2022\/07\/IDMM-DIR-7-18-2022-WIR-Dark.png?resize=768%2C175&amp;ssl=1 768w\" sizes=\"auto, (max-width: 640px) 100vw, 640px\" \/><\/figure>\n\n\n\n<p>On the far right, we adjust the number of shares to normalize the amount of risk.  This is based on the probable movement of the market.  We are using $500 in this instance.  Because we do not use a stop-loss, the risk is to some degree unlimited.  The calculation for normalizing risk is:<\/p>\n\n\n\n<p>Distance R = ML1 &#8211; Open<\/p>\n\n\n\n<p>#  of Shares = $Simulated Risk \/ Distance R <\/p>\n","protected":false},"excerpt":{"rendered":"<p>For July 18 &#8211; 22, 2022 The Intra-Day Momentum Method (IDMM) applied to the SPY, QQQ, and DIA. Using a Daily Directional Indicator (DDI) and an Intra-Day Reversal Filter. This strategy will&#8230;<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":true,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[1],"tags":[],"class_list":["post-4153","post","type-post","status-publish","format-standard","hentry","category-qat-analytics"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/posts\/4153","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/comments?post=4153"}],"version-history":[{"count":1,"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/posts\/4153\/revisions"}],"predecessor-version":[{"id":4170,"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/posts\/4153\/revisions\/4170"}],"wp:attachment":[{"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/media?parent=4153"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/categories?post=4153"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.qatsystems.com\/analytics\/wp-json\/wp\/v2\/tags?post=4153"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}