Trade Probability Score (TPS) - Advanced Principles

In the basic principles section, we combine the 4 probability parameters into TPS:

In this section, we will make TPS even more powerful by adding 5 additional parts:

Part 1 - Dynamic weighting by time-of-day

Part 2 - Environment detection (trend vs transition vs chop) with ORES, VDI, MA & RVF

Part 3 - Trade decision framework for each regime

Part 4 - What TPS looks like inside each regime

Part 5 - Putting it all together (when to trade / size up / avoid a trade)

🧠 PART 1 - DYNAMIC WEIGHTING BY TIME-OF-DAY

The importance of each variable changes during the NVDA trading window. All times below are in EST.

⏰ 9:00 - 10:00 (Opening Development Phase)

ORES = 35%

VDI = 25%

RVF = 25%

MA = 15%

Rationale:

Opening conditions help define intent → ORES remains important
Participation matters early → RVF important
Momentum needs confirmation initially

⏰ 10:00 - 11:30 (Primary Trading Phase)

VDI = 30%

RVF = 30%

MA = 25%

ORES = 15%

Rationale:

Our algorithm is looking for signs of sustained displacement + participation
Momentum becomes increasingly important as NVDA establishes direction.
ORES still matters, but less relative to the opening development phase.

Trading window ends at 11:30 AM EST.

🧠 PART 2 - ENVIRONMENT DETECTION (TREND vs TRANSITION vs CHOP) WITH ORES, VDI, MA & RVF

🔵 TREND REGIME

ORES ≥ 1.30

AND

RVF ≥ 1.40

AND

VDI ≥ +1.0 for bullish direction or ≤ -1.0 for bearish direction

AND

MA > 0 for bullish acceleration or < 0 for bearish acceleration

🟡 TRANSITION REGIME (WAIT FOR CONFIRMATION)

ORES ≥ 0.70

BUT

VDI beginning to establish direction (> +0.5 or < -0.5)

AND

RVF ≥ 1.10

AND

MA showing directional acceleration

❌ CHOP REGIME (NO EDGE)

|VDI| ≤ 0.5 (balance)

AND/OR

RVF < 0.80

AND

MA flat, mixed, or lacking directional confirmation

ORES < 0.70

🧠 PART 3 - TRADE DECISION FRAMEWORK FOR EACH REGIME

🔵 TREND REGIME (IDEAL)

✅ WHEN TO TRADE

TPS > 0.65

AND

VDI ≥ +1.0 for bullish direction or ≤ -1.0 for bearish direction

AND

RVF ≥ 1.40

🟢 LONG CONDITIONS

VDI ≥ +1.0

AND

MA > 0

AND

Price above VWAP

Ideal entry: Pullback followed by upward continuation

🔴 SHORT CONDITIONS

VDI ≤ -1.0

AND

MA < 0

AND

Price below VWAP

Ideal entry: Bounce followed by downward continuation

🛑 EXIT RULES

Exit if ANY:

VDI returns toward the -0.5 to +0.5 balance range

RVF drops below 0.80

MA changes sign

Price touches VWAP and fails to re-establish directional displacement

❌ DO NOT TRADE

If VDI does not establish a directional reading
If RVF is falling materially
If TPS ≤ 0.40
If the setup loses directional confirmation

🟡 TRANSITION REGIME (SMALL SIZE)

✅ WHEN TO TRADE

TPS > 0.50

AND

VDI > +0.5 or < -0.5

AND

RVF ≥ 1.10

AND

MA confirms directional acceleration

ENTRY

Breakout from compression
Smaller size and risk management are critical

EXIT

Faster exits
Exit if no follow-through in 2 candles
Exit if VDI returns toward the balance range

❌ DO NOT TRADE

Before breakout confirmation
If RVF is below 1.10 and not building
If MA does not confirm direction

❌ CHOP REGIME (NO TRADES)

🚫 NO TRADING

TPS ≤ 0.40

VDI is within the -0.5 to +0.5 balance range

RVF < 0.80

OPTIONAL STRATEGY

Wait for VDI to establish direction
Wait for RVF to reach ≥ 1.10
Wait for MA to confirm acceleration

🧠 PART 4 - WHAT TPS LOOKS LIKE INSIDE EACH REGIME

TREND REGIME

TPS	Implication
>0.50 – 0.65	Good continuation potential
>0.65	Strong trend setup
>0.65 with aligned parameters	Highest-quality conditions

TRANSITION REGIME

TPS	Implication
>0.50 – 0.65	Early setup
>0.65	Breakout/continuation confirmation improving

CHOP REGIME

TPS	Implication
≤0.40	No edge
>0.40 – 0.50	Weak / caution
>0.50 without parameter alignment	Do not rely on TPS alone

🧠 PART 5 - PUTTING IT ALL TOGETHER

TRADE ONLY IF:

TPS > 0.50

AND

VDI > +0.5 or < -0.5 sustained

AND

RVF ≥ 1.10

AND

MA aligned with the trade direction

PREFER HIGHEST-QUALITY SETUPS IF:

TPS > 0.65

AND

VDI ≥ +1.0 or ≤ -1.0

AND

RVF ≥ 1.40

AND

ORES ≥ 1.30

DO NOT TRADE IF:

TPS ≤ 0.40

VDI is within the -0.5 to +0.5 balance range

RVF < 0.80

MA does not confirm direction

🧠 MENTAL MODEL

ORES tells you if the move can start
VDI tells you if the move exists
MA tells you if it’s accelerating
RVF tells you if participation is real

Only trade NVDA when displacement is established, momentum is building, and participation confirms it aligned with the 10:00–11:30 AM EST trading window.