RESEARCH FRAMEWORK
Daily open pullback
Uses a fixed daily open as context for a directional pullback hypothesis.
Only the measurements the rule needs
Daily openSession structureATR
Conditions before an entry exists
- Broker day boundary is fixed
- Directional state is independently defined
- Price has moved a minimum distance before pulling back
ENTRY
Resume away from the open after a qualified retest or partial retracement.
STOP
Beyond the retest structure.
EXIT
Prior session extreme, fixed R or end-of-day time stop.
DO NOT TRADE
Inconsistent day boundaries and days dominated by scheduled events.
What has to happen before capital is at risk
1Run UTC and New York cut-off variants
2Control for gap size
3Include no-trade days
4Compare with random anchors
Report gross and net results, the full eligible sample, maximum drawdown, trade distribution and any rule changes. Then repeat on data that did not influence the design.
Use the same protocol every time.
The CSV test plan records eligibility, costs, execution, outcome and rule adherence without turning an example into a promise.
Download test-plan CSV ↓