TradingCalci
Daily selection filter

9:25 Premarket Participation Filter

This pattern is the daily NO TRADE filter. It rejects weak days before the open by requiring top premarket participation and a real gap, then avoids forcing one pick every morning.

Scan at 9:25 ETTop 25% premarket participationAvoid 0% to +3% weak gapsPrefer +3% to +6%Skip weak days

Refined Rule

  • 1
    Do not trade from news alone.Headlines are context. The trade still needs premarket participation and price confirmation.
  • 2
    At 9:25, rank participation.Only consider stocks in the top 25% of premarket volume or participation that morning.
  • 3
    Avoid weak positive gaps.The 0% to +3% gap zone looked positive but failed too often.
  • 4
    Prefer real but controlled gaps.The better zone was +3% to +6%. Gaps above +6% can work but carry fade risk.
  • 5
    Check prior-day extension and premarket fade.Skip names that were already too extended or fading badly before the open.
  • 6
    Use NO TRADE.If the morning has no strong setup or enough clean data, skip the day.

What Improved

115original forced daily trades
56refined trades after skipping weak days
58.3%forced daily hit rate
73.2%refined rule hit rate

The improvement came from trading less, not from adding more headlines.

Monthly Result On $1,000

MonthProfitEnding Balance
January+$307.03$1,307.03
February+$848.06$1,848.06
March+$235.14$1,235.14
April+$346.86$1,346.86
May+$415.12$1,415.12
June through Jun 18+$39.69$1,039.69

June Refined Trades

DatePickReturn
Jun 4SOUN-0.74%
Jun 9ASTS-8.37%
Jun 11MRVL+7.87%
Jun 15SOUN+0.55%
Jun 18QUBT+5.40%

Compounded Path From January

MonthEnding Balance
January$1,307.03
February$2,415.46
March$2,983.43
April$4,018.32
May$5,686.41
June through Jun 18$5,912.10

Final Decision

At 9:25, scan all stocks. Pick only high-participation names, avoid weak 0% to +3% gaps, prefer +3% to +6%, and skip the day when no setup is strong.

The main lesson: the money came from skipping bad days, not from forcing a trade every day.