Understanding This Report

This page explains the structure and wording used in the quarterly IDMM report.

The report is designed to present measurable market behavior in a structured way. 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.

The goal is to report the data clearly so the reader can interpret it.

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.

ML1 Count — number of times ML1 was reached
Close ≥ ML1 — number of those cases where the close remained at or above ML1
Close ≥ Open — number of those cases where the close finished at or above the open

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.

MS1 Count — number of times MS1 was reached
Close ≤ Open — number of those cases where the close finished at or below the open
Close ≤ MS1 — number of those cases where the close remained at or below MS1

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

The report is meant to expose market behavior in a structured format. The reader decides 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.