Muzyorae - Quarterly Cycles

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Quarterly Theory — NY Session Macro Model

The Quarterly Theory is a time-based framework for analyzing intraday market behavior during the New York session. It divides the session into four sequential quarters (Q1–Q4), each reflecting institutional activity, liquidity accumulation, and directional bias.

Q1 – Accumulation (9:30–10:00 AM): Early positioning, initial liquidity sweeps, and potential early breakouts (AMDX - XAMD patterns).

Q2 – Manipulation/Expansion (10:00–11:30 AM): Main directional move with structure breaks, fair value gaps, and liquidity sweeps.

Q3 – Distribution/Retracement (11:30 AM–1:30 PM): Consolidation, profit-taking, and market chop.

Q4 – Final Expansion/Repricing (1:30–4:00 PM): Trend continuation, reversals, and session high/low formation.

Key Features:

Fractal-based cycles scalable across intraday or multi-day timeframes.

Supports AMDX (Accumulation → Manipulation → Distribution → Expansion) and XAMD reversal sequences.

Highlights early Q1 expansions, Q2 open reference, and critical liquidity zones.

Fully synchronized to NY time and compatible with ICT concepts (SMT, FVGs, OBs, BOS).

Professional visualization with optional labels and vertical markers.

Purpose:
Provides traders a systematic framework to align with institutional flow, anticipate liquidity accumulation, identify optimal entry/exit zones, and structure trades around high-probability intraday cycles.

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