Why it might work
An early directional move can continue as other traders respond to the same information.
Intraday signals · Research strategy
Intraday continuation
Tests whether a strong move after the market opens continues during the session.
SPY and QQQ option proxiesIntradayDefined-risk option structures in proxy studies
The idea
How it works
Uses opening price and momentum conditions to request a directional, defined-risk option spread.
When it invests
A qualifying intraday momentum signal requests a bullish or bearish spread.
When it exits
The proxy exits on the scheduled intraday horizon or its stated exit rule.
What can go wrong
- Intraday reversals and option spread costs can overwhelm the signal.
Selected research result
Evidence is still being prepared
No historical result is cleared for public display for this strategy.
The local research preview contains archived backtests. Public performance appears after publication clearance is documented.
Research history
Variants and recorded runs
Repeated and diagnostic runs remain accessible under their tested variant. No run is selected by highest return.
No historical results are visible for this strategy.