Across 1,092 sessions 2022-2026, NVDA decoupled: on >+10bp 10Y yield days, QQQ -0.25% and SMH -0.21% but NVDA +0.30%. The textbook 'yields up = tech down' rule is wrong about the leader.

Across 3,463 gap-up sessions on QQQ/NVDA/TSLA/AMD/SMCI/COIN, the intraday fade is roughly 50% regardless of gap size. What collapses with gap size is full-fill rate: 44% on small gaps, only 8% on gaps above 6%.

The 'compression precedes breakout' pattern doesn't survive 8,688 sessions of data. Tightest days had a 6% breakout rate; widest had 26%. Momentum begets momentum. How our desk actually uses compression — and what we trade instead.

QQQ daily range is 0.97% at VIX<13 and 2.73% at VIX>28 — nearly 3x. NVDA and TSLA scale similarly. Same share size across both regimes is the cleanest way to underperform your own setup. A dynamic-sizing framework.

NVDA's median absolute 1-min move at 09:30-09:45 ET is 9.8 bp. Lunch window is 3.2 bp. Sterling Trader Pro's hotkey workflow compresses entry latency from 8-12s to 1-2s — material edge in the windows where decisions need to land fast.

Mid-size morning drives in US equities reverse during lunch 61–67% of the time; strong drives consolidate instead. The asymmetry is driven by dealer gamma, not coincidence — and the right play depends on which side you're on.

σ-distance from VWAP at 10:30 ET is the cleanest single-checkpoint probability gauge we've found for end-of-day side. Above +2σ closes above VWAP 78% of the time; the cone tightens cleanly through the day.

When pre-market range expansion runs 2.8×–4.5× normal with a clear direction, the first cash-session hour extends that direction 70% of the time. Compressed pre-markets carry no edge. The signal is range × direction, not volume.

A 91-event study of post-earnings reactions in AAPL, MSFT, GOOGL, AMZN, META, NVDA and TSLA from 2023 to 2026. Classical PEAD inverts at the extremes — strong reactions fade, weak reactions bounce.

A 60-day study of opening range breaks in SPY, QQQ, IWM, NVDA and TSLA. Upside breaks in concentrated tech follow through 60–73% of the time; downside breaks in index ETFs almost never do.

Korean traders read Samsung + SK Hynix close at 15:30 KST, seven hours before SMH opens. That's a real signal — but for gap SIZE, not direction. KOSPI gap fill rate is ~66% across all close buckets; the 22:30 KST execution routine is what converts the time-zone to P&L.

Basket Impact Ratio — single-name divergence from sector ETF predicts next-day return non-linearly. NVDA/AMD/AVGO vs SMH and META/AAPL vs XLK show mild lead (+1 to +3%) prints +0.15% next-day median; strong lead (>+3%) only +0.03% — exhausted.