The System: Current build

Review the current system build in its entirety. From existing configuration and operating environment through to executing and managing a trade.

The System: Current build
01 / SYSTEM CONFIG

CURRENT SYSTEM CONFIGURATION

SYSTEM CONFIGURATION system.live

SYSTEM OVERVIEW

// CONFIGURATION
CURRENT BUILD
1.2
BUILD EFFECTIVE FROM
10 AUGUST 2026
MARKET
BTC/USDT PERPETUAL FUTURES
TIMEFRAME
15-MINUTE
KEY SESSIONS
LONDON/NEW YORK OVERLAP + NEW YORK
MARKET STRUCTURE
DEFINED RANGE (DISCRETIONARY)
SETUPS
MEAN REVERSION + BREAKOUT
TRADE → REVIEW → REFINE → PATCH → REPEAT
02 / OPERATING ENVIRONMENT

MARKET ENVIRONMENT

ENVIRONMENT CHECK system.environment

WHEN THE SYSTEM CAN TRADE

Trading takes place where there is an identified range on a 15-minute timeframe. London and New York overlap is favoured as liquidity means quick price movements. Trading does not take place where there are known liquidity or informational events, specifically New York market open and major US economic news or figure releases like FOMC, unemployment rate.

PASS ALL → PROCEED TO SETUP ANY FAIL → NO TRADE
// REQUIRED CONDITIONS
RANGE
15-MINUTE RANGE IDENTIFIED
RANGE EXTREMES
PREVIOUS REACTIONS OBSERVED
NEW YORK OPEN
OUTSIDE ± 15 MIN
HIGH-IMPACT EVENTS
OUTSIDE ± 15 MIN OF MAJOR US RELEASES
SYSTEM GATE: ALL CONDITIONS REQUIRED
03 / TRADE SETUPS

SYSTEM SETUPS

SETUP LIBRARY system.setups

TWO WAYS THE SYSTEM TRADES

Once the operating environment is valid, there are two setup types available. Each setup has its own thesis, confirmation logic, and target behaviour.

SETUP CLASSIFICATION MEAN REVERSION / BREAKOUT
01 / MEAN REVERSION setup.mean_reversion

MEAN REVERSION

Failed break at range extreme and rotation back toward value

REJECTION → ROTATION

// CHARACTERISTICS
LOCATION
RANGE EXTREME
PRIMARY IDEA
FAILED BREAK
EXPECTED MOVE
BACK INTO RANGE
TARGET MODEL
ROTATION
BASE TARGET
+1.5R
TRADE TYPE: FADE EXTREME
02 / BREAKOUT setup.breakout

BREAKOUT

Acceptance beyond range boundary and continuation to next area.

ACCEPTANCE → CONTINUATION

// CHARACTERISTICS
LOCATION
RANGE BOUNDARY
PRIMARY IDEA
ACCEPTED BREAK
EXPECTED MOVE
AWAY FROM RANGE
TARGET MODEL
CONTINUATION
BASE TARGET
+2.0R
TRADE TYPE: FOLLOW BREAK
04 / EXECUTION LOGIC

ENTRY CONDITIONS

ENTRY GATE system.entry

WHEN A SETUP BECOMES A TRADE

Once a mean reversion or breakout setup is identified, additional requirements need to be met to confirm a thesis before actual trade execution.

SETUP IDENTIFIED CHECK ENTRY CONDITIONS
// ENTRY SEQUENCE
01
ENVIRONMENT

Operating conditions satisfied

VALID
02
SETUP

Mean Reversion / Breakout

CLASSIFIED
03
LOCATION

Price interacting with key level

CONFIRMED
04
ORDERFLOW

Delta, open interest + CVD support thesis

CONFIRMED
05
PRICE CONFIRMATION

Reject/acceptance confirmed on candle close

CONFIRMED
06
PROFIT TARGET

Target provides required R:R

VALID
SYSTEM GATE: ALL CONDITIONS REQUIRED → EXECUTE
// SETUP-SPECIFIC CONFIRMATION
MEAN REVERSION BREAKOUT
LOCATION RANGE EXTREME RANGE BOUNDARY
ORDERFLOW AGGRESSION INTO EXTREME AGGRESSION THROUGH BOUNDARY
PRICE BEHAVIOUR REJECTION AND RECLAIM ACCEPTANCE AND HOLD
EXPECTATION ROTATE BACK INTO RANGE CONTINUE AWAY FROM RANGE
SETUP CONFIRMATION → PRICE + ORDERFLOW
05 / TRADE DEFINITION

ENTRY + INVALIDATION

TRADE PARAMETERS system.trade

DEFINING THE TRADE BEFORE EXECUTION

Once a setup is confirmed, entry, invalidation and risk parameters are defined before execution.

VALID TRADE DEFINE TRADE PARAMETERS
// INPUT PARAMETERS
ENTRY TYPE
LIMIT / LIMIT CHASE (R:R MUST STAY VALID)
ENTRY PRICE
DEFINED AT EXECUTION
TARGET
BASED ON SETUP
INVALIDATION
PRICE / STRUCTURE BASED
STOP LOCATION
DEFINED BEFORE ENTRY
RISK PER TRADE
FIXED %
POSITION SIZE
CALCULATED FROM STOP DISTANCE
ORDER INPUT
ENTRY + SIZE + STOP
SYSTEM GATE: ALL PARAMETERS REQUIRED
// SETUP-SPECIFIC DEFINITION
MEAN REVERSION BREAKOUT
ENTRY CONTEXT REJECTION ACCEPTANCE
ENTRY LOCATION RANGE EXTREME RANGE BOUNDARY
INVALIDATION BEYOND EXTREME FAILURE BACK INTO RANGE
TARGET +1.5R +2.0R
TRADE STRUCTURE → ENTRY / STOP / TARGET
06 / POSITION LOGIC

TRADE MANAGEMENT

MANAGEMENT LOGIC system.management

MANAGING AN OPEN TRADE

Once a trade is open, it is managed systematically so emotion does not override the thesis. Each trade also creates data for future System refinement.

TRADE EXECUTED MONITOR THESIS + PROGRESS
// MANAGEMENT SEQUENCE
01
TRADE LIVE

Entry / stop / target active

MONITOR
02
PRICE PROGRESS

Is price moving towards expected objective?

CHECK
03
LIQUIDITY

Has intended liquidity / objective been reached?

CHECK
04
ORDERFLOW

Does orderflow continue to support the thesis?

EVALUATE
05
MOMENTUM

Is volume / price movement continuing?

EVALUATE
06
TARGET MANAGEMENT

Continue toward target or secure the trade

MANAGE
MANAGEMENT OUTPUT → HOLD / EXIT / TARGET
// MANAGEMENT RULES
THESIS VALID

Price + orderflow remain supportive

HOLD
LIQUIDITY HIT

Evaluate reaction at the objective

REASSESS
OPPOSING DELTA

Meaningful aggression against position

EXIT SIGNAL
NO PROGRESS

Volume thins + no movement after 3 candles

EXIT
TARGET PROXIMITY

Price reaches within ~0.1R of target

SECURE
INVALIDATION

Defined stop or structure fails

EXIT
APPLY RULES → MANAGE POSITION
// DOES NOT INVALIDATE
  • TEMPORARY ADVERSE MOVE
  • UNREALIZED LOSS
  • TIME IN TRADE
  • FEAR / DISCOMFORT
OFFSIDE ≠ INVALID
07 / POST-TRADE PROCESS

TRADE CLOSEOUT

CLOSEOUT PROTOCOL system.closeout

WHEN THE TRADE IS OVER

Once a trade is closed, final steps are required to ensure trading account safety, proper documentation and record keeping for ongoing system feedback and refinement.

TRADE CLOSED SAFETY CHECKS + DOCUMENTATION
// CLOSEOUT SEQUENCE
01
POSITION

Confirm position is fully closed

VERIFIED
02
OPEN ORDERS

Cancel remaining stop / target / limit orders

CLEARED
03
EXECUTION

Confirm fills, fees and realised result

RECORDED
04
JOURNAL

Complete trade entry write-up, notes and screenshots

UPDATED
05
DATA

Record additional data points and behaviour metrics

CAPTURED
06
SYSTEM REVIEW

Flag any deviation from rules, anomalies, or learning

REVIEWED
CLOSEOUT GATE: SYSTEM CYCLE COMPLETE → RETURN TO MONITORING
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