Two versions of the same delta logic. I went through the code meticulously. The difference between them is tiny. The outcome difference isn’t.
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CTAs sold $190B in March. NQ rallied 6% in 12 hours. Traders who went short did so on stale information — the fuel was already spent.
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Markets run on fuel, momentum that builds and exhausts. Reading when it runs dry separates a trade with evidence from a guess. This shows what that looks like in NQ.
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Veterans with 30-40 years of experience say current conditions can change a trader’s life trajectory. Here’s the framework for positioning yourself on the right side of it.
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