Understanding This Report
This page explains the structure, wording, and interpretation of the quarterly IDMM report.
The report is designed to present measurable market behavior in a structured format. It is not intended to provide predictions, signals, or trading instructions.
Purpose of the Report
The report summarizes how price behaved after specific IDMM levels were reached. It is a research document built around observed outcomes under defined conditions.
Occurrence Overview
Total Days
The total number of trading days included in the study period.
Occurrence Days
The number of days in which a valid level occurrence was present for that market.
Occurrence Rate
The percentage of total trading days in which a valid level occurrence was present.
Reversal Count
The number of days in which both sides of the structure were reached in the same session.
Reversal % of Occurrence Days
The percentage of occurrence days that also resulted in a reversal.
How to Read the ML1 Side
The ML1 side is presented as a ladder. Each step narrows the condition being measured.
This structure shows how often behavior remained aligned with the side of the level that was reached.
How to Read the MS1 Side
The MS1 side is also presented as a ladder.
The ordering matters. A close at or below MS1 is a narrower condition than a close at or below the open.
Reversal Percentages
Reversal % of ML1
Of the times ML1 was reached, how often did the day also reverse.
Reversal % of MS1
Of the times MS1 was reached, how often did the day also reverse.
Why These Percentages Matter
These percentages provide a conditional view of reversal behavior from the standpoint of the level that was reached.
What the Report Does Not Do
- It does not provide trading recommendations.
- It does not assume one way of using the information.
- It does not reduce the framework to a single interpretation.
The report is intended to expose market behavior in a structured format. The reader determines how that information is used.
Additional Research
Future reports may expand the framework to include extended levels and results based on patterns, including intraday behavior and patterns that appear on daily charts.