RESEARCH FRAMEWORK
London range breakout
Studies expansion beyond a precisely timed pre-London range.
Only the measurements the rule needs
Session rangeATREconomic calendar
Conditions before an entry exists
- Timezone and daylight-saving handling are fixed
- Pre-session range meets min/max width
- Spread and scheduled-event limits are satisfied
ENTRY
A close or stop entry beyond the range; treat these as different systems.
STOP
Opposite range side or volatility-normalised distance.
EXIT
Fixed R, time-based close or trailing rule tested independently.
DO NOT TRADE
Bank holidays, exceptional spreads and releases that violate the protocol.
What has to happen before capital is at risk
1Store UTC timestamps
2Model realistic spread
3Include both directions
4Report results by month and volatility
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 ↓