QUANTITATIVE SETUP PLAYBOOKS
Trading Strategy Guides & Blueprints
Institutional-grade methodologies for reading multi-exchange candlestick setups, verifying volume absorption, and executing mathematical risk controls.
PlaybooksMulti-TF Setups
Risk Protocol1:3 Min R/R
Risk Management Framework
Institutional Discipline & Capital Preservation
Algorithmic shortlists provide high-probability setups, but long-term profitability is governed entirely by position sizing, risk-to-reward ratios, and systematic trade invalidation.
EXECUTION CRITERIA
1:2.5+ Asymmetric Return Threshold
Never enter a trade shortlisted by the algorithm unless the distance to target resistance offers at least 2.5 times the stop distance.
Min Expected ValueR:R >= 1:2.5
Negative EV trades are automatically filtered out by API screens
RISK FORMULA
Dynamic Capital Allocation
Calculate unit sizes strictly based on fixed portfolio risk (1.0% – 2.0%), ensuring account survival through volatile drawdowns.
Position = (Portfolio * Risk%) / (Entry - Stop)Standard Risk LimitMax 1.5% Per Trade
Adjusted automatically for asset volatility and ATR
CAPITAL DEFENSE
Hard Invalidation & Stop Triggers
Stop-losses must be placed at technical structure invalidation levels prior to execution. Trailing stops activate only past 1.5R target.
Rule ComplianceZero Discretionary Holds
Cut immediately if a 15m candle closes beyond invalidation zone
Execution Protocol
Pre-Execution Verification Checklist
Before confirming an order triggered by our automated breakout and candlestick scanner, verify complete alignment against the quantitative execution checklist.
Screen shortlisted tickers for a minimum 2.0x relative volume surge (RVOL) compared to the 20-period moving average. Bullish breakouts must feature expanding positive delta on high-timeframe order flow.