Verifying Hunters method

Starting this journal to properly understand Hunter's method and also run the method through the paces. Will start from Sun (5/14)

For the first trade:
YMM1 settled at 12556
Stretch: 37
1.612 of 37=59.64; say 60
Fade first move at either:
whichever occurs first.
S/L @20 points after trade trigerred
Take profit at 3x37
Thanks for posting your shared mutual interests. Last night I faded the first move by the Stretch calculation, risked eight YMZ1 (December $5 Dow futures), and opened a trailing stop, which was filled. The trailing stop performed with the offset. The (3) of (3, -1) didn't complete the price action projection. Knowing whether to fade the Stretch or 1.618% of the Stretch calculation is determined by the trader's perspective, not a cookie cutter price following mechanism. It's more useful as a price level assessment tool that can be used to identify whether an entry / exit is wise.

Here's my post elsewhere:
YMZ1 (December $5 Dow futures): Trading the (3, -1) formula from unchanged, ... fading the first move at the Stretch (46 pts) calculation (because every attempt above 12000 has failed recently), i.e., 12007 + 46 = 12053 (high = 12060, so far, risking $40 at one tick above the high). This represents the faded entry, i.e., (-1) of (3, -1). 12053 - 46 - 46 - 46 = 11915.

Insyte: I didn't post through the Summer, but am interested in your back testing of the (3, -1) formula. A physicist published the formula about ten years ago. The markets are mecurial and I don't expect a consistent long term tool. But, I have noticed that it works well when professional traders are gaming the system.... like when 'they' are waiting for global uncertainty to stabilize, or not.

The (3,-1) intra-day trading technique, like anything else, is not perfect. A few months ago you could sell the equity indicies when Europe's markets opened and buy back that short when those markets in Europe closed. Just an example of how nothing lasts, however, this price action pattern does tend to repeat on and off through each year. Earlier this year, for several weeks, sideways price action was rotating around 1.618% and 2.618% of the Stretch, but within the typical price action that tends to print directly or inversely around 4.25% of the Stretch.

Yorkmax: I started intra-day trading equity index futures in 1984 and have seen many different technical analysis tools perform well at times, but not at other times. (Ken Shaleen sells a Technical Analysis Characteristic Reliability Index, which I can summarize. Equity index futures are one of the worst markets when technical analysis is applied to, and tends to produce less than tradeable probabilities (+72%). You can't buy the strategy, but you can learn when, and how to use it. Sometimes the (3, -1) formula initiates an opportunity with mid-session support / resistance.

Special note: The Delta Society has published a tool, The Delta Phenomenon, which allows for a new beginning, i.e., instead of 1-10, as they count, it prints, 1, 1A, 2-10. They've (reportedly, and I have their book,) 200+ years of data to back up their "formula," or "theory," or "recipe," or whatever you want to call it. For the purposes of bright, brief and gone, look on a daily 45 Dow futures chart and pick a low, counting four days. The equity index futures are notoriously late by a day or two, but on the first late day, the odds of a reversal increase to 70%, and on the second late day the odds of a reversal increase to +80%.

My point, I've been recognizing that alternate ... 1, 1A, ... (3, -1) price projection.

I am looking forward to your shared mutual interests.
Any updates to the strategy?
Been a long time since I reviewed a post about YM prices around 12500.
any updates?