QUANTITATIVE MARKET STRUCTURE & AUTHORSHIP

Democratizing Institutional Intraday Telemetry

Jaxson Reed

Trading Systems Engineer & Quant Modeler

Jaxson is an independent software developer and algorithmic trading toolsmith specializing in high-velocity intraday data visualization and market microstructure modeling. After witnessing active equity traders repeatedly get blindsided by SEC Rule 201 circuit breaker restrictions or trapped by low-volume false breakouts, Jaxson engineered UPTICK as a free client-side terminal. The utility models real-time tick delta pressure, normalizes intraday relative volume (RVOL) curves, and tracks the exact price test constraints governing short sale execution under 17 CFR § 242.201.

Regulatory Notice (FCC / FTC Truth in Advertising): Jaxson Reed is an independent software engineer and algorithmic data modeler, not a registered broker-dealer, investment adviser, or licensed financial professional. UPTICK is an educational market simulation interface and does not provide individualized trade execution or financial recommendations.

10.0%

Rule 201 Circuit Breaker

Precise simulation of the SEC 10% intraday drop threshold from the consolidated prior close, tracking restriction status across all national exchanges.

Lee-Ready

Tick Delta Classification

Classifying intraday trade prints via the academic Lee-Ready tick algorithm to determine whether liquidity is being aggressively lifted at the ask or dumped on the bid.

RVOL Velocity

Time-Normalized Volume

Benchmarking current intraday volume against 20-day historical time-of-day distributions to detect true institutional block accumulation and squeeze potential.

Our Quantitative Core Philosophy

Retail trading terminals frequently overwhelm operators with lagging technical indicators—moving averages, RSI lines, and stochastic oscillators that fail to capture the true underlying liquidity mechanics of the modern electronic marketplace.

At UPTICK, we believe true execution edge lies in understanding regulatory constraints and order book physics:

Regulatory Asymmetry: When a stock triggers Rule 201 SSR, short sellers are legally barred from hitting the bid. This fundamentally alters the bid-ask imbalance and creates violent short squeeze dynamics.
Aggressive Tick Imbalance: An uptick ratio exceeding 65% indicates aggressive market buyers are willing to pay the half-spread, signaling authentic institutional conviction.
Locate Availability: When a stock is restricted, the cost of borrow (CTB) and locate availability dictate whether short momentum can continue or whether a supply squeeze is imminent.

Editorial Integrity & Transparency

All research published on UPTICK undergoes rigorous quantitative verification against SEC regulatory filings, FINRA notices, and empirical market microstructure literature. We never accept compensation in exchange for positive analytical ratings of individual equities.