Quarterly Theory: The ICT Quarterly Cycle Theory
Quarterly Theory (QT) is a cycle theory developed to explain the algorithmic time and price distribution cycles of the Interbank Price Delivery Algorithm (IPDA). Under this theory, the market distributes price in 4 equal intervals (quarters) of time, which correspond to specific structural delivery behaviors.
The 4 Quarters of Price Action: AMDX / XAMD
The IPDA algorithm primarily schedules its cycle across 4 time segments:
📊 Profile 1: AMDX
Q1 = Accumulation (price ranges)
Q2 = Manipulation (Judas Swing / stop hunt)
Q3 = Distribution (major trend expansion)
Q4 = eXpansion (extension or reversal)
📊 Profile 2: XAMD
Q1 = eXpansion (initial fake move)
Q2 = Accumulation (range building)
Q3 = Manipulation (stop hunt / entry window)
Q4 = Distribution (final distribution run)
Applying QT to Multi-Timeframes
Quarterly Theory can be applied to different time cycles:
- Weekly Cycle: Monday (Q1), Tuesday (Q2 - manipulation/low of week), Wednesday/Thursday (Q3 - expansion), Friday (Q4 - retracement/reversal).
- Daily Cycle: Asia Session (Q1 - range), London Session (Q2 - Judas swing/stop hunt), New York Session (Q3 - distribution), London Close (Q4 - reversal).
- Intraday (90-Minute Cycles): Splitting the 24-hour day into 90-minute blocks. The first 22.5 minutes is Q1, followed by Q2, Q3, and Q4.
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