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PROBLEM STATEMENT

While splitting momentum into Buy (BPL) & Sell (SPL) Phases improved performance, we realized that deeper time-based segmentation could uncover even greater opportunities. The challenge was to find a systematic, rule-based approach to optimize trade execution across different market conditions.

Breakthrough: Correlating Time with Market Phases

📊 We explored time-based breaking—analyzing how different time frames correlate with market momentum.
🔎 Findings:
✅ Some correlations failed, but two successful correlations emerged.
✅ These correlations unlocked new trading opportunities, providing clearer market signals.
✅ The sluggish periods became even more manageable, further reducing drawdowns.

A Step Toward Universal Rules

🔹 This research laid the foundation for a rule-based framework applicable across market cycles.
🔹 The path became clear—the more precise the segmentation, the greater the trading edge.
🔹 The Journey Begins – From refining momentum strategies to discovering universal mechanical trading principles, this was just the start.

Key Takeaways

✔ Breaking momentum further unlocked hidden opportunities.
✔ Time-based segmentation revealed reliable correlations.
✔ A foundation was laid for universal, systematic trading rules.

📩 For Institutional Traders & Quantitative Investors
Discover our cutting-edge research. Contact us at mechanicaltradingsystempg@gmail.com or call +91 90043 45609.