Every morning, a handful of stocks move 10, 20, 40 percent before most traders finish their coffee.
Somebody caught it. It happens every single day. The screenshots show up in every trading group by 10 a.m.
What almost never gets shown is the pile of traders who bought the exact same stock two hours later, after the volume that actually mattered had already come and gone.
The difference between the two groups isn't luck, and it isn't a faster finger on the buy button. It's whether the trade was read correctly before it was taken: was the volume behind this move genuine or was it a handful of shares drifting a thin stock, is this gap backed by concrete news or empty premarket enthusiasm, is this a fresh breakout or a move that already finished twenty minutes ago.
Relative volume. Premarket gaps. New highs. Scanners. The opening range. VWAP. Six ideas that sound simple individually and completely change how a chart reads once they're understood together.
Ten modules. No signals, no ticker lists, no chat room. You get the mechanics behind reading a fast-moving stock before it's already too late to act on it.
A Trading Habits Course
The Momentum Trading System
Relative volume, premarket gappers, new highs, momentum scanners, VWAP breaks, and opening range breakouts, read the way a genuine momentum trader reads them.
- Length 10 modules, built for genuine depth, not padding
- Format A private, self-paced course page with working calculators and a scanner builder built into the lessons, not links out to them
- Access Instant, right after checkout, yours to re-read for good
- Covers Relative volume, premarket gaps, new highs, scanner criteria, the opening range and ORB, VWAP, four setup archetypes, ATR-based sizing, and the behavioral guardrails that keep an account alive
- Author TradingHabits.com
Built for one job: knowing whether a fast-moving stock is a genuine setup or a move that already happened, before risking money on the difference.
What's Inside
The 10 Modules
- 01What momentum trading is: the holding-period spectrum, and why every move has to be read relative to something.Module 1
- 02Relative volume: the fuel behind every genuine move, and the calculator that tells quiet from genuinely active.Module 2
- 03Premarket gappers: gap-and-go versus gap-and-fade, and the liquidity trap hiding behind a displayed gap percentage.Module 3
- 04Stocks making new highs: why the absence of trapped sellers changes how a breakout behaves.Module 4
- 05Momentum scanners: building a watchlist that finds you, and why more filters isn't automatically better.Module 5
- 06The opening range and opening range breakouts: the speed-versus-confirmation trade-off, straight from the source that popularized it.Module 6
- 07VWAP breaks: the actual institutional execution benchmark, reclaim and reject patterns, and the history behind it.Module 7
- 08Four momentum setups worth studying and backtesting personally, each one built from the tools already covered.Module 8
- 09Position sizing for wide-range momentum names: why a flat share count fails a fast-moving stock.Module 9
- 10The five behavioral patterns that blow up momentum accounts, and an 8-week path from paper to live size.Module 10
+ Setup Practice Lab in Module 8: 15 interactive candlestick drills. Watch a chart build, call Buy or Sell before the next candle prints, then see what happened.
Read This Before You Buy
Who This Course Actually Fits
You're a fit if
- You already trade or want to trade momentum names and want to know why some moves continue while others fade.
- You want to understand relative volume, VWAP, and the opening range, not merely watch an indicator without knowing what it measures.
- You're willing to build and study your own scanner criteria instead of copying someone else's ticker list.
- You can size a fast-moving stock by its own volatility instead of a flat share count that ignores it.
- You want the honest behavioral patterns that end momentum accounts, named plainly, not softened.
Skip it for now if
- You're looking for alerts, a chat room, or a list of tickers to buy. This is a system to understand, not a feed to follow.
- You've never placed a stock trade and want to start with fast-moving momentum names as instrument number one. Module 1 assumes basic market mechanics.
- You want a guarantee that reading a chart correctly means the trade wins. No course can honestly offer that.
- You're already trading relative volume, VWAP, and ATR-based sizing with a process you trust. You may already have what this course teaches.
HABITS
★
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Behind The Course
Where the Opening Range and VWAP Came From
The Opening Range Breakout
Trader Toby Crabel formally documented and popularized the opening range breakout in his 1990 book Day Trading with Short Term Price Patterns and Opening Range Breakout, published by Traders Press. The book ran statistical analysis across the relationship between a session's open, high, low, and close to identify which early-session patterns carried predictive weight, rather than relying on a trader's gut feel about the first few minutes.
VWAP's Institutional Origin
The first documented VWAP-benchmarked trade is generally credited to James Elkins, then head trader at the agency brokerage Abel Noser, who used it in 1984 to execute a Ford Motor Company pension fund order. The concept was formalized academically four years later in a 1988 Journal of Finance paper by Berkowitz, Logue, and Noser, which used VWAP to measure the total cost of transactions on the New York Stock Exchange.
Module 7 covers exactly why that institutional lineage still matters intraday: VWAP is the actual benchmark large desks are trading against all session long, not a retail-only indicator that happened to catch on.
From a 1984 Block Trade to a 1990 Trading Book
VWAP's first documented benchmarked trade came in 1984, formalized academically in 1988. Toby Crabel's opening range breakout research followed in 1990, the same decade both ideas moved from institutional desks into the tools this course teaches.
Try It: Step Through The Three Milestones
Same three milestones as the timeline above. Drag through them in order and the six years between the first VWAP-benchmarked trade and Crabel's opening range breakout book stop being three isolated dates and start reading as one continuous decade.
Background only. The course itself works the relative volume, gap, VWAP, and sizing math a momentum account runs on.
Common Questions
Who actually documented the opening range breakout as a real pattern?
Trader Toby Crabel, in his 1990 book Day Trading with Short Term Price Patterns and Opening Range Breakout. He ran statistical analysis across a session's open, high, low, and close instead of relying on gut feel about the first few minutes.
Where did VWAP actually come from?
An institutional trading desk, not a retail indicator. James Elkins, head trader at agency brokerage Abel Noser, used it in 1984 to execute a Ford Motor Company pension fund order. It was formalized academically four years later in a 1988 Journal of Finance paper.
Why does VWAP still matter intraday if it started as an institutional cost-measurement tool?
Because it's still the actual benchmark large desks trade against all session long, not a retail-only indicator that happened to catch on. That institutional lineage is exactly what Module 7 covers.
Sources & Further Reading
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Crabel, T. (1990). Day Trading with Short Term Price Patterns and Opening Range Breakout. Traders Press.
Formally documented and popularized the opening range breakout, the subject of Module 6.
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Berkowitz, S., Logue, D. & Noser, E. (1988). Published in The Journal of Finance.
Formalized VWAP academically, four years after its first documented benchmarked use in a 1984 Ford Motor Company pension fund order.