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Time-of-Day strategies

20 documented Time-of-Day strategies from our reference catalogue of 20,000 — names, logic and sources. Catalogued here, tested honestly, and — usually — buried in the graveyard.

Opening9:30-9:45 amateur hour fade
Fade emotional retail orders in first 15 min before institutional flow
Source: tradethatswing.com
Opening9:45-10:30 institutional flow
Trade with institutional direction once retail noise cleared
Source: tradethatswing.com
OpeningOpening Range Breakout 30-min
Trade breakout of first 30-min high/low; Crabel/Toby Crabel method
Source: tradethatswing.com
OpeningGap fill in first 30 min
Most gaps under 1% fill in first 30 min; fade extension
Source: shareplanner.com
Mid-morning10:00 AM reversal
Major reversal often around 10:00 AM; first major HOD/LOD
Source: tradethatswing.com
Mid-morning11:00 AM secondary trend
If trend resumes after 10 AM reversal it often runs to lunch
Source: tradethatswing.com
Mid-morning11:15-11:30 AM London close
EU traders close positions; one last move before lunch
Source: tradethatswing.com
Lunch12:00-1:00 PM lunch fade
Volume drops; range-bound; avoid trend trades
Source: thebalancemoney.com
LunchLunch hour breakout fade
Fade any move that occurs during lunch hour - often false
Source: thebalancemoney.com
Lunch1:30-2:00 PM range break continuation
Lunch range breakout often continues afternoon trend
Source: thebalancemoney.com
Afternoon2:00-2:45 PM trend with reversal risk
Trend resumes but watch for sharp profit-taking reversals
Source: thebalancemoney.com
Afternoon3:00 and 3:30 PM shakeout
Major shakeout times that flush late entries
Source: thebalancemoney.com
Last hour3:00-4:00 PM second-most volatile
Second highest volatility hour; momentum + reversal both possible
Source: thebalancemoney.com
Last hour3:30-4:00 PM End of Day Reversal cross-sectional
Long bottom 10% intraday losers short top 10% winners hold to close; Baltussen Da Soebhag
Source: quantifiedstrategies.com
Last hour3:50 close auction MOC imbalance
Trade MOC imbalance signals at 3:50 pm for closing auction direction
Source: quantifiedstrategies.com
Last hourPower hour momentum
Trade with last hour momentum especially on Friday and OpEx
Source: thebalancemoney.com
Close3:58-4:00 PM exit window
Close all intraday positions before 4:00 PM bell to avoid liquidity issues
Source: thebalancemoney.com
OvernightOvernight gap drift overnight long
Hold S&P from close to open captures most positive returns historically
Source: assets.super.so
OvernightIntraday short open-to-close
Short intraday hold close-to-close captures negative intraday drift in some periods
Source: assets.super.so
9:30-10:00 AM EST volatility play
OpeningBoth
First 30 min has highest volatility; trade ORB or fade extension
Source: tradethatswing.com

An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.