$$$ INTRADAY MOMENTUM DIGGA $$$ - Noise Area Breakout$$$ INTRADAY MOMENTUM DIGGA $$$ v1.0 - Noise Area Breakout
Most of the day the Nasdaq just makes noise. This strategy waits until price leaves the normal noise range for that time of day, then follows it until the close. It is built and measured on NQ futures, and it shows every number, the bad years included.
The idea comes from Zarattini, Aziz & Barbon (2024), "Beat the Market: An Effective Intraday Momentum Strategy". This is an independent build of that rule. Before publishing, its trad
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