Market regime
Define trend, range, volatility and liquidity conditions before activating the strategy logic.
Turn strategy into a testable market hypothesis
A professional strategy is more than a set of entry rules. It should define the market conditions where it applies, what invalidates it, how risk is constrained and how the outcome will be reviewed.
CONTEXT → RULES → RISK → REVIEW
Run every strategy through four filters before execution
The goal is not to create a market prescription. Every framework should be tested against historical data, current conditions, execution costs and risk limits, then used only where its underlying logic remains valid.
Trigger & invalidation
Entry needs a clear condition, while invalidation defines where the underlying thesis no longer holds.
Risk & execution
Position size, stop distance, transaction costs and maximum loss should be measurable before execution.
Review
Do not judge the process only by P&L; record execution quality and adherence to the original logic as well.
STRATEGY LIBRARY
Published strategy frameworks
Treat each entry as an analytical model. A strategy's validity depends on market regime, timeframe, data, execution costs and risk rules.
Gann strategy: geometry of price and time
Gann analysis studies the relationship between price and time through angles, cycles and dynamic support/resistance zones.
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Wyckoff method: reading smart-money footprints
Wyckoff separates the market into phases such as accumulation, markup, distribution and markdown while focusing on price-volume behavior.
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