The strategy lab
A setup needs rules.
Not just a name.
Worked breakdowns with context, a trigger, cancellation, risk and failure cases. These are research examples, not validated trading systems.
Trend pullback
Separate an intact upward sequence from a pullback that has already broken the premise. Build a rule you can replay without hindsight.
Range re-entry
Define range boundaries before the trade, wait for a re-entry, and distinguish a failed edge test from a genuine change in regime.
Opening-range breakout
Build a fixed band from two completed tests. Follow the breakout, return into the band and confirming close before considering the next opening price.
Failed breakout
Distinguish a return inside a level from a complete opposite-direction trade. Define a new trigger, stop and risk budget.
Moving-average filter
Specify what an average is allowed to filter and compare it with the same entry rule without the filter.
VWAP reclaim
Read a reclaim as a price event relative to a defined volume-weighted reference. Be explicit about the reset and volume feed.
ATR and position size
Use volatility as a declared stop-distance input, then recalculate quantity to keep an estimated cash budget consistent.
Exits in R
Compare fixed and partial exits using the original cash risk denominator. A higher win rate is not the same thing as a better result.
Honest replay testing
Build a replay sample with frozen rules, visible signal timing and realistic costs. Separate a plausible idea from demonstrated evidence.
No matching topic. Try “risk” or “breakout”.