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
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.