⚡ Introducing the Micro-Move Capture Model
Fast, tactical, precise — built to catch what the other models miss.
When markets turn quickly, traditional trend-following systems often react too late.
That’s where our newest module comes in.
The Micro-Move Capture Model is designed to do one thing exceptionally well:
📉 Catch short-term reversals and 📈 ride micro-trends that unfold too quickly for the core models to respond.
🧠 Why We Built It
Our Base Model and Trend Validation Model are powerful — but intentionally slow. They wait for full regime confirmation and high-conviction setups.
But not every market opportunity fits that mold.
The Micro-Move Capture Model adds tactical flexibility, allowing us to participate in shorter bursts of momentum without compromising the integrity of the overall system.
It uses:
Fast oscillators (like Stochastic, RSI(3), MACD short)
Market condition filters (e.g. Heikin-Ashi trend state)
Tight stops and frequent resets
All with the goal of getting in and out quickly, based on precise pattern shifts
🎯 How It Finds Trades
The Micro-Move Model is a rules-based reversal engine. Here's how it detects entries and exits:
✅ Entry Logic (Buy)
A trade is triggered when:
The Heikin-Ashi candles turn bullish after a pullback
A short-term momentum crossover confirms (e.g. %K > %D on Stochastic)
The DMI (+DI > -DI) confirms direction
ADX is above 30, signaling a meaningful trend
And the Stochastic Oscillator breaks above its signal line
Alternative route:
RSI(14) below 33 (oversold condition) may trigger a signal even without trend confirmation
❌ Exit Logic (Sell)
The model exits when:
Momentum rolls over (Stochastic or MACD reversal)
Price closes below a key EMA
Or time stop / volatility stop is hit
This model is fast, clean, and mechanical. Most trades last just a few days.
🔎 How It Performs (1x Backtest)
📈 Annual Return: 16.98%
⚖️ Sharpe Ratio: 1.01
✅ Win Rate: 64.7%
💥 Max Drawdown: -14.78%
🧪 Trades: 550 (with 356 wins) since 2000
➡️ We trade this system with 3x ETFs, so performance (and risk) scale accordingly. If we model the performnace with tracking error, higher costs at 3x, the performance and the maximum drawdown is around 42%.
🔧 Strategic Role in the System
Base Model – 50% – High-conviction trends
Trend Validation Model – 25% – Confirmed regime alignment
Micro-Move Model – 25% – Tactical, short-term reversals ✅
Together, these systems form a layered approach — balancing long-term trend exposure with short-term agility.
📬 Stay Tactical
The Micro-Move Capture Model is now active in live allocation.
Paid subscribers will receive instant alerts for every trade, including entry reason, exposure level, and signal context.
You won’t see this system every week. But when it shows up, it shows up for a reason.
Stay systematic,
Felix
Founder of The NASDAQ Playbook
Disclaimer:
This publication is for informational and educational purposes only and does not constitute financial, investment, or trading advice. All strategies discussed are part of a rules-based research framework and may not be suitable for all investors. Past performance is not indicative of future results. Investing in leveraged ETFs carries significant risk and may result in the loss of capital. Always do your own due diligence and consult with a licensed financial advisor before making any investment decision.