Monitor the tape
A clean feed of active and recently resumed halts, filtered for the symbols day traders actually watch.
Halt Strategy is a day trader-first platform for finding, replaying, and backtesting the moments that move small-cap markets. Track NASDAQ and NYSE trading halts, understand every halt code, and test the setup against history.
The prototype is intentionally simple: see what's active, understand the context, then test the idea against history.
Set a few conditions, then run a transparent test across historical halt events. No optimization theater — just the shape of the edge.
Capture the conditions you care about and attach them to the actual halt events. The product should make your thinking easier to review, not harder to find.
“Wait for the second print after reopen. If relative volume stays above 3×, the first pullback has been the cleanest entry.”
Most halt tools tell you that something stopped. Halt Strategy helps you understand what happened before, during, and after.
Read the methodologyA clean feed of active and recently resumed halts, filtered for the symbols day traders actually watch.
Walk back through the price, volume, float, and catalyst context that shaped the halt.
Run a strategy across years of structured events and see the outcomes without the hindsight.
Start with the vocabulary: our halt code reference explains every code the exchanges publish, from LUDP volatility pauses to T12 and SEC suspensions.
Every record starts with the halt: exact timestamp, exchange code, resume state, and what the tape did next.
Metrics are organized around slippage, extension risk, and the first minutes after reopening—not vanity returns.
No black-box score. Every setup match can be opened, replayed, and traced back to its underlying event.
A short primer for traders looking for a clearer way to study market halts.
Halt Strategy is a day trader-first halt intelligence and backtesting platform. It combines live halt monitoring, structured historical replay, and strategy reporting in one focused workflow.
A trading halt is a temporary suspension of trading in a security on its listing exchange. Halts happen for two broad reasons: a mechanical volatility pause when price moves outside the Limit Up-Limit Down bands, or a discretionary halt raised by the exchange or a regulator around news, compliance, or disclosure. The reason is published as a halt code such as LUDP, T1, or T12.
It depends entirely on the halt code. A LULD volatility pause is five minutes and can be extended if the reopening auction cannot price inside the bands. News halts typically run longer and end when the news has been disseminated. Regulatory halts such as T12 or H4 are open-ended and can last for multiple sessions, and an SEC trading suspension can run for up to ten business days.
The prototype is designed around U.S. exchange halts across NASDAQ and NYSE, covering volatility pauses, news halts, and regulatory halts. Coverage and filters expand as the dataset grows.
No. Halt Strategy is research software. It does not execute trades, provide financial advice, or replace your broker or your own risk process.
That is the core direction of the product. The Backtest Lab shows how traders tune entry, exit, and risk conditions against normalized halt events, with results segmented by halt code rather than pooled into a single average.