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Midday Setup Categories

Midday Pivot Point: Defined within the window from 11:00 AM to 1:00 PM, this point indicates the potential for either mean reversion or trend continuation. The more one-sided the market, the later the setup tends to occur.


Define the setup,


Up Trend (UTR)

  • >Flip

  • Up Sloping 15M 50MA

  • Cycle Extreme + Gamma Level

  • Target: High of Day (HOD) and then the next Gamma Level

  • Position Further Out-of-the-Money (OTM)


Down Trend (DTR)

  • <Flip

  • Down Sloping 15M 50MA

  • Cycle Extreme + Gamma Level

  • Target: Low of Day (LOD) and then the next Gamma Level

  • Position further out-of-the-money (OTM)


Counter Trend (CT)

  • Overextension from the 15M 50MA

  • Large directional move 

  • DSS Cycle Extreme + Major Gamma Level/Max Call/Put

  • Be more tactical 

  • Position closer to the money

  • Only Counter Trend on the Upside


Range (RG)

  • Sideways 15M 50MA

  • Cycle Extreme + Gamma Level

  • Target: Mean then the other end of the range

  • Position closer to the money


Strike Selection

  • 5 wide OTM debit, around 50 premium, Risk-Reward Ratio (RRR) of 1:10


Risk Management

  • Risk Per Trade: 3% of the account

  • No hard stops—only exit if confident in being wrong

  • If wrong, can enter ratio trade, short 2, long 1


Notes

  • Trades should be obvious; there's no need to trade this setup every day

  • Generally, the deeper the pullback, the larger the midday move

  • Want to see momentum, refrain from entering on ‘chop’ 

  • When to be aggressive: Put Wall, Squeezes, Trending days


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