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Catalyst Trading

Catalyst trading focuses on stocks experiencing significant fundamental news events that create momentum opportunities. This guide covers the Episodic Pivots methodology and related catalyst-driven approaches.

Core Philosophy

Catalyst trading is based on several principles:

  1. Information drives price — Fundamental news creates repricing events
  2. Gaps reveal conviction — Large gaps with volume show institutional participation
  3. Momentum persists — Initial moves often continue for multiple days
  4. Not all catalysts are equal — Quality and type of news matters
  5. Risk management is paramount — Catalyst trades can be volatile

The Episodic Pivots Strategy

Episodic Pivots (EP) systematically identifies gap-up stocks with catalyst-driven momentum potential.

Candidate Identification

The scanner filters for:

CriterionThresholdPurpose
Gap %3%+Minimum meaningful gap
Volume1.7×+ averageConfirms participation
Price$5+Filters penny stocks
Score3+Quality threshold

Scoring System

Candidates are scored 0-12 points:

Gap Magnitude (0-3 points):

  • 3%+: 1 point
  • 7%+: 2 points
  • 15%+: 3 points

Volume Confirmation (0-3 points):

  • 1.7× RVOL: 1 point
  • 2.0× RVOL: 2 points
  • 3.1× RVOL: 3 points

Market Cap Bonus (0-2 points):

  • Under $300M: 2 points
  • $300M-$1B: 1 point

Technical Factors (0-4 points):

  • Broke 20-day high: 1 point
  • Broke 52-week high: 2 points
  • RS > 1.2: 1 point
  • RS > 1.5: 2 points

Catalyst Classification

Understanding the catalyst type informs expectations:

Earnings Surprise:

  • Typical gap: 5-15%
  • Duration: 2-4 weeks
  • Often has follow-through on guidance

FDA/Clinical Results:

  • Typical gap: 20-100%+
  • Duration: 1-7 days
  • Binary outcome, high volatility

M&A Announcement:

  • Typical gap: 10-30%
  • Duration: Days to weeks
  • Often gaps to deal price

Analyst Actions:

  • Typical gap: 3-10%
  • Duration: 1-2 weeks
  • Lower conviction signal

Market Cap Considerations

Research shows market cap significantly impacts EP behavior:

Market CapAvg MoveDurationStrategy
<$100M400%+1-5 daysHyper aggressive
$100M-$1B100-200%1-2 weeksMomentum
$1B-$10B50-100%2-3 weeksSwing
>$10B20-50%2-4 weeksPosition

Entry Tactics

Pre-Market Entry:

  • Riskier but better prices if successful
  • Use limit orders only
  • Respect pre-market highs as resistance

Open Entry:

  • Wait for opening range (first 5-15 minutes)
  • Enter on break of opening range high
  • Stop below opening range low

Pullback Entry:

  • Wait for consolidation after gap
  • Enter on breakout from consolidation
  • Lower risk, may miss fast movers

Position Management

Initial Stop:

  • Setup type determines stop width
  • Hyper momentum: 15% trailing
  • Swing: 8% fixed or below key level
  • Position: 8% or below structure

Signal Monitoring:

  • Green: Trend healthy, hold
  • Yellow: Tighten stop, consider partial exit
  • Red: Exit triggered, close position

Profit Taking:

  • Partial profits at 1× gap size
  • Trail remainder with moving average
  • Exit fully on breach

Volume Analysis

Volume is critical for validating catalyst moves.

Volume-to-Gap Ratio

Research-derived conviction metric:

VGR = Volume / (|Gap%| × Prior Close × Shares)

Interpretation:

  • VGR ≥ 3.1: Strong conviction (78% success rate)
  • VGR 1.7-3.1: Moderate conviction
  • VGR < 1.7: Weak conviction (12% success rate)

Float Rotation

Volume relative to tradeable shares:

Float Rotation = Volume / Float Shares

Significance:

  • 30%: Exceptional turnover, squeeze potential

  • 10-30%: High activity
  • <10%: Normal institutional participation

RVOL Interpretation

Relative volume by market cap:

Market CapTypical RVOLWhat's Significant
<$100M100-500×Normal for EP
$100M-$1B20-50×Shows interest
$1B-$10B5-10×Meaningful
>$10B3-5×Noteworthy

Risk Management

Position Sizing

Catalyst trades require careful sizing:

Size = Account Risk% / Stop Distance%

Example:

  • Account: $100,000
  • Risk: 1% ($1,000)
  • Stop: 8%
  • Position Size: $12,500 (12.5% of account)

Correlated Positions

Avoid loading up on similar catalysts:

  • Multiple biotech FDA plays
  • Multiple earnings in same sector
  • Positions that move together

Maximum Risk

Per-day and per-week limits:

  • No more than 3 active EP positions
  • Maximum 3% total account risk in EPs
  • Reduce during volatile markets

Common Catalysts

Earnings

What to Look For:

  • Revenue and EPS beats
  • Raised guidance
  • Positive commentary on growth drivers

Red Flags:

  • Beat on cost cuts, not revenue
  • Lowered guidance despite beat
  • One-time items inflating results

Clinical/FDA

Positive Indicators:

  • Phase 3 success
  • FDA approval
  • Expanded indications

Caution:

  • Binary outcomes (can go either direction)
  • News interpretation matters
  • After-hours/pre-market volatility extreme

M&A

Characteristics:

  • Usually gaps to near deal price
  • Limited upside if at deal price
  • Downside risk if deal fails

Contract Wins

What Matters:

  • Size relative to market cap
  • Revenue vs one-time
  • Customer quality

Avoiding Traps

Low Volume Gaps

Gaps without volume confirmation often fail:

  • Market makers moving price on low volume
  • No institutional conviction
  • Higher failure rate

Overnight News Reversal

When pre-market gap fades:

  • Watch for price failing below VWAP
  • Opening range breakdown is bearish
  • Don't fight failed gap

Extended Entries

Entering after large initial move:

  • Late entries have poor risk/reward
  • Wait for consolidation or pullback
  • Accept missing some moves

Performance Expectations

Typical Outcomes

Not all EPs succeed:

  • ~50-60% of high-score setups profitable
  • Average winner: 15-30%
  • Average loser: 5-10%
  • Occasional outsized winner (100%+)

Time Horizon

Duration varies by setup type:

  • Day trade: Same day exit
  • Swing: 2-10 days
  • Position: 1-4 weeks

When EP Works Best

  • Bull market conditions
  • Risk-on environment
  • Low VIX (volatility)
  • Strong sector leadership