Strategy
One complete strategy every weekday, written up as a paper: the idea, the rules, the evidence and the ways it fails.
Failed Breakout Fade: Entering on Liquidity Traps
A complete, testable trading strategy: a failed-breakout fade strategy: defining the failure objectively, the trap mechanics behind it, and why the entry is easier to describe than to time. Exact rules, full Pine Script code, and an honest reading of the evidence.
Roll Window Reversion
A complete, testable trading strategy: a contract-roll cycle strategy for futures: how behavior changes in expiry week, who must trade then, and time-boxed rules around the roll. Exact rules, full Pine Script code, and an honest reading of the evidence.
ATR-Based Trailing Stops: How Exit Design Reshapes Profit Factor and Drawdown
A complete, testable trading strategy: an ATR-based trailing stop applied to an existing entry: how exit design alone changes profit factor, drawdown and adverse excursion. Exact rules, full Pine Script code, and an honest reading of the evidence.
Trading the Economic Release Reaction
A complete, testable trading strategy: trading the reaction to a scheduled economic release rather than predicting it: a discretionary framework with hard risk limits. Exact rules, full Pine Script code, and an honest reading of the evidence.
Volume-Confirmed Breakouts with Dose-Response Filtering
A complete, testable trading strategy: a volume-confirmation filter on breakouts: whether relative volume adds information, tested with a monotonic dose-response requirement. Exact rules, full Pine Script code, and an honest reading of the evidence.
Premium-Discount Asymmetry: Range-Midpoint Filter for Long and Short Entries
A complete, testable trading strategy: a premium-discount filter strategy: taking longs only below the range midpoint and shorts only above it, whether that asymmetry is real, and how to test it. Exact rules, full Pine Script code, and an honest reading of the evidence.
Day-of-Week Effect
A complete, testable trading strategy: a day-of-week effect strategy: what the evidence actually says about weekday return patterns now, and mechanical rules that would capture one if it persists. Exact rules, full Pine Script code, and an honest reading of the evidence.
Prior-Day High and Low Breakout: Exploiting Stop Clustering
A complete, testable trading strategy: a prior-day high and low breakout strategy: why levels where stops cluster behave differently from arbitrary recent extremes. Exact rules, full Pine Script code, and an honest reading of the evidence.
Auditable Trend Continuation: Converting Discretionary Price-Action Rules into Testable Mechanical Logic
A complete, testable trading strategy: a discretionary trend-continuation playbook made auditable: how to write discretionary rules precisely enough that they can be backtested at all. Exact rules, full Pine Script code, and an honest reading of the evidence.
Futures Contract Expiry Week Reversion
A complete, testable trading strategy: a contract-roll cycle strategy for futures: how behavior changes in expiry week, who must trade then, and time-boxed rules around the roll. Exact rules, full Pine Script code, and an honest reading of the evidence.
ATR-Based Trailing Stop: Exit Design and Adverse Excursion
A complete, testable trading strategy: an ATR-based trailing stop applied to an existing entry: how exit design alone changes profit factor, drawdown and adverse excursion. Exact rules, full Pine Script code, and an honest reading of the evidence.
Value Area Breakout with Acceptance Testing
A complete, testable trading strategy: a value-area breakout strategy from the volume profile: rules for the break, the acceptance test, and how often price rejects back inside. Exact rules, full Pine Script code, and an honest reading of the evidence.
Opening Range Breakout
A complete, testable trading strategy: an opening-range breakout strategy: range length, the entry trigger, the stop, and how the edge changes across sessions and instruments. Exact rules, full Pine Script code, and an honest reading of the evidence.
Fair Value Gap Retracement Strategy
A complete, testable trading strategy: an ICT fair-value-gap strategy traded on the retracement: gap definition, the displacement requirement, entry, stop placement and expectancy caveats. Exact rules, full Pine Script code, and an honest reading of the evidence.
Time-of-Day Drift: A Null Benchmark
A complete, testable trading strategy: a time-of-day drift strategy as a null benchmark: what a strategy with no price structure earns, and why every other idea must beat it. Exact rules, full Pine Script code, and an honest reading of the evidence.
RSI Divergence Mechanical Strategy with Null Testing
A complete, testable trading strategy: an RSI divergence strategy subjected to an honest test: defining divergence mechanically, then measuring it against a matched null. Exact rules, full Pine Script code, and an honest reading of the evidence.
Favorite-Longshot Bias in Prediction Markets
A complete, testable trading strategy: a favorite-longshot strategy on prediction markets: the documented pricing bias at the probability extremes, fees, and rules for harvesting it within venue limits. Exact rules, full Pine Script code, and an honest reading of the evidence.
Inside-Bar Breakout Futures Strategy
A complete, testable trading strategy: an inside-bar breakout strategy on futures: rules, filters, and why most published versions do not survive realistic costs. Exact rules, full Pine Script code, and an honest reading of the evidence.
Order-Block Continuation: Zone Definition, Entry, and the Case for Skepticism
A complete, testable trading strategy: a complete order-block continuation strategy: how the zone is defined, the exact entry trigger, invalidation, and what the evidence does and does not support. Exact rules, full Pine Script code, and an honest reading of the evidence.
Contract Expiry Week Roll Cycle Fade
A complete, testable trading strategy: a contract-roll cycle strategy for futures: how behavior changes in expiry week, who must trade then, and time-boxed rules around the roll. Exact rules, full Pine Script code, and an honest reading of the evidence.
Failed Breakout Fade
A complete, testable trading strategy: a failed-breakout fade strategy: defining the failure objectively, the trap mechanics behind it, and why the entry is easier to describe than to time. Exact rules, full Pine Script code, and an honest reading of the evidence.
RSI Divergence: Mechanical Definition and Null-Hypothesis Testing
A complete, testable trading strategy: an RSI divergence strategy subjected to an honest test: defining divergence mechanically, then measuring it against a matched null. Exact rules, full Pine Script code, and an honest reading of the evidence.
Prior-Day Breakout with Stop Clustering
A complete, testable trading strategy: a prior-day high and low breakout strategy: why levels where stops cluster behave differently from arbitrary recent extremes. Exact rules, full Pine Script code, and an honest reading of the evidence.
Volume-Confirmed Breakouts with Monotonic Dose-Response
A complete, testable trading strategy: a volume-confirmation filter on breakouts: whether relative volume adds information, tested with a monotonic dose-response requirement. Exact rules, full Pine Script code, and an honest reading of the evidence.
Killzone Time Filtering: Session-Based Entry Restriction in Mechanical Trading
A complete, testable trading strategy: the ICT killzone concept as a mechanical time filter: whether restricting entries to defined session windows changes results, and how to test that honestly. Exact rules, full Pine Script code, and an honest reading of the evidence.
Overnight Session Returns Strategy
A complete, testable trading strategy: an overnight versus intraday session cycle strategy: the split of returns between the two sessions, its academic paper trail, and honest rules for holding only one side. Exact rules, full Pine Script code, and an honest reading of the evidence.