GRIP Model: Why We Held Through The Drop
January 6, 2026
benito
SkySail Team
KEY TAKE AWAYS:
Despite NQ dropping 150 points yesterday, the GRIP Alpha Model™ remained in "Accumulation Mode." No stop-loss was triggered because volatility remained within the 1.5 standard deviation band.
WHY IT MATTERS:
High uncertainty often tempts manual intervention. However, our system is directionally agnostic. We sacrifice emotional comfort for mathematical expectancy.
The drop was driven by a liquidity vacuum in the overnight session, not structural weakness.
* Signal Strength: Remained at 88% throughout the drop.
* Action Taken: None. The algo held the long position.
* Outcome: Price reverted to mean by 10:30 AM, resulting in a +0.4% net gain for the day.