RESEARCH FRAMEWORK
Turtle-style breakout
An educational adaptation of channel breakout and volatility sizing principles.
Only the measurements the rule needs
Donchian ChannelATR unit sizingPortfolio heat
Conditions before an entry exists
- Entry and exit lookbacks are frozen
- Risk units account for correlated pairs
- Pyramiding, if tested, has a hard cap
ENTRY
A qualifying new channel extreme under the chosen system variant.
STOP
Volatility-based distance and/or opposite exit channel.
EXIT
Shorter opposite channel, with no discretionary profit taking.
DO NOT TRADE
Presenting historical trend-following lore as a current profitability claim.
What has to happen before capital is at risk
1Define the exact adaptation
2Use survivorship-safe pair history
3Model financing
4Stress clustered breakouts
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 ↓