NASDAQ Back Testing Session

Jul 7, 2024

Back Testing Session: Study Session on NASDAQ

Disclaimers

  • This session covers proprietary trading strategies of the Pack Trade Group.
  • Focus will be on applying the midnight opening price concept and pack trading models.
  • Difference between trading models and entry strategies; personal customization is key.

Core Concepts

Midnight Opening Price

  • Importance: High probability due to daily candle fluctuations.
  • Mechanism: Observing fluctuations from the opening price and making high-probability trading decisions based on these movements.
  • Applications: Helps in predicting whether the price will close bullish or bearish, or if it will retest the opening price.

Risk and Confirmation Entries

  • Risk Entry: Higher potential reward but also higher risk of loss.
  • Confirmation Entry: Lower potential reward but higher probability of success.
  • Strategy: Balance between the two is essential for effective trading.

Utilizing Midnight Open and Distributions

  • Objective: To trade high-probability movements from the midnight open or distribution ranges.
  • Execution: For the Pack Trade Group, this involves waiting for price to align with their distribution models before entering a trade.
  • Daily Candle Analysis: Used for identifying high-probability trades based on the opening and closing of daily candles.

NASDAQ-Specific Strategies

  • High Probability Zones: Identifying moments within the 3-3:30 AM European market opening, midnight open, and 1615 settlement price for high-probability trades.
  • Price Movements: Use fluctuations and statistical data to predict movements and set trades within these zones.

Objective Trading Zones

  • Creation of Zones: Use 3-3:30 AM, midnight, and 1615 settlement prices to create high-probability trading zones.
  • Application: Helps in creating trades that revert back to these high-probability zones.

Trading with Statistical Analysis

  • Data-Driven Decisions: Emphases on using statistical data to inform trades rather than subjective price movements.
  • Risk Management: Adjusting risk based on statistical probabilities and market data to improve efficiency and reduce losses.

Trading Distribution Models

  • AM Session Examples: Detailed observation of how specific days (e.g., Wednesday 3rd July) underwent specific price movements and distributions.
  • Objective Measures for Quality Trades: Utilize statistical distributions and critical price points to execute trades.

Steps to Successful Trading

  • Initial Setup: Create high probability zones using 3-3:30 AM, midnight, and 1615 prices.
  • Statistical Validation: Confirm the high-probability price movements through statistical measures and avoid subjective biases.

Practical Applications and Examples

  • Backtesting with Objective Data: Practical examples of how trades align with the stated models and statistical data.
  • Risk-Managed Trades: Use examples to explain how to manage risk while maximizing the reward to achieve consistent success.

Conclusion

  • Think Multi-Dimensionally: Trade like the minority (top 10%), leveraging detailed statistical models and avoiding common pitfalls.
  • Continuous Learning: Emphasis on continuously updating statistical data and learning from each trading session.
  • Customization is Key: Everyone's trading model should be specific to their own needs, times, and asset preferences.