First-half-hour direction
The default signal is the return from the prior regular-session close through 10:00 ET. A positive return supports calls; a negative return supports puts when that side is enabled.
Systematic strategy / paper validation
Market Intraday
Momentum.
A rules-based model that measures the market's early-session direction, enters near 15:30 ET, and tests whether that momentum carries through the close and into the next regular-session open.
DECISION15:30 ET
PRIMARY SIGNALPrior close → 10:00
CONTRACTMonthly ATM
PLANNED EXIT09:30 + 45 sec
Live feedU.S. quotes delayed up to 15 min · last close shown outside market hours · BTC trades 24/7
Data by TradingViewPublished methodology
Known before entry.
Measured after exit.
The research rule is frozen before the 15:30 decision. Optional confirmations can reduce the trade set, but every factor uses information available before the order is sent.
Directional agreement
An optional filter requires the first-half-hour and known rest-of-day returns to agree at 15:30, reducing entries after a full intraday reversal.
15:00–15:30 confirmation
An optional second-to-last-half-hour factor checks whether late-session price movement still points in the proposed trade direction.
Session-range position
An optional close-location filter requires bullish decisions near the known session high and bearish decisions near the known session low.
Execution policy
One alert.
Several hard gates.
The TradingView signal does not choose an option contract. The broker bridge independently validates the alert, contract, live quote, contract liquidity and existing portfolio state before an order can reach Interactive Brokers.
See the trade ledger ↓- 01Monthly expiration, 14+ DTE
Only standard monthly contracts at least fourteen calendar days from expiry are eligible.
- 02Closest available ATM strike
The nearest listed strike to the live underlying reference price is selected.
- 03Spread below 20%
The bid/ask spread must be strictly below 20% of midpoint. Otherwise the bridge checks the next monthly expiration.
- 04Adaptive market execution
Qualified entries use IBKR Adaptive market orders. Overnight exits wait 45 seconds after 09:30 ET, require the spread gate again, then use an Adaptive market sell.
Market-order disclosure
Adaptive market orders have no price protection, so a fast move can produce a final fill materially different from the displayed quote.
Strategy-specific public ledger
Closed trades.
One clear record.
Once the strategy completes paper validation and live gates are enabled, completed strategy trades will populate this record.
| Ticker | Exact option contract | Entry alert | Exit alert | Buy premium | Sell premium | Return |
|---|
Time zone Alert times are shown in New York market time. Methodology Performance uses the exact option premiums published with each recorded entry and exit alert.
This strategy is in paper-validation status. The rules and any historical tests are hypothetical research, not a promise of future performance. Options can lose their entire value, opening spreads may change rapidly, and an automated order can fill materially differently from a backtest. Read the full disclosure.