Trend Trading Strategy
Delta Trend
Buy the market's own unique top-priced bucket once its price has moved up 2-6 points
from a baseline hour - the size of the move itself is the signal, not a fixed clock
time or a fixed price level. The ceiling matters as much as the floor: Delta's own
research showed PnL fades and turns negative once a move gets too large, because the
market has already re-priced the odds by then.
Shared entry rules (all four conditions)
- Find the unique top-priced bucket somewhere in the condition's baseline hour window - first
qualifying hour in the window wins, no price floor or ceiling on that baseline price.
- Track that same bucket's price forward. Once its move since baseline lands
in 2-6 points, buy YES on it, 1 unit, at that later price.
- Hold to close, no stop-loss, at most one entry per city-day per condition.
- All times are that city's own real local time - not PST, not a shared clock.
Where the four conditions differ
- Late Morning - baseline 11am-12pm local, checked 1 hour forward.
- Mid Morning - baseline 8am-11am local, checked 2 hours forward.
- Early Morning - baseline 6am-8am local, checked 3 hours forward.
- Extended - baseline 6am-9am local, checked 4 through 9 hours forward -
enters at the first duration whose move lands in the 2-6 point band, not necessarily the
shortest.
Derived from
the Delta research page -
specifically its "Profitable Cells, n=30+" table, which is where these four baseline/duration
windows and the 2-6 point band came from.
Latest snapshot
2026-09-21
Manually resolve pending paper trades for settled markets.