RESEARCH FRAMEWORK
Weekly swing breakout
Tests slow breakouts above or below pre-existing weekly structure.
Only the measurements the rule needs
Weekly swing levelsATRMacro calendar
Conditions before an entry exists
- Swing algorithm and minimum age are fixed
- Weekly close convention is consistent
- Portfolio currency exposure is checked
ENTRY
On the next period after a qualifying close beyond the swing.
STOP
Weekly structure or volatility-normalised distance.
EXIT
Trailing weekly swing, channel or fixed holding horizon.
DO NOT TRADE
Oversized positions caused by wide stops and hidden rollover or weekend risk.
What has to happen before capital is at risk
1Use long samples
2Include swap
3Model weekend gaps
4Report trade clustering
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 ↓