Signals explained

A price level is not a signal

Without the reasoning, the invalidation and the expiry you are following instructions rather than learning. Every setup published here shows all of it.

Anatomy of a published setup

EUR/USD · Long

Trend Pullback v1.0 · 1-hour

Example

Pair and direction: EUR/USD · Long
Strategy and version: Trend Pullback v1.0
Timeframe and session: 1-hour · London
Entry zone: 1.0862 – 1.0870
Stop: 1.0828 (1.5 × ATR below the pullback low)
Target 1 / Target 2: 1.0925 / 1.0968
Reward-to-risk: 1.6 to target 1, after 1.2 pips of cost
Entry condition: A completed 1-hour close back above EMA(20)
Invalidation: A completed close below 1.0845, the last higher low
Expiry: 8 candles from entering the zone
Indicator readings: EMA 50 > EMA 200 · ADX(14) 24 · ATR(14) 0.0028
News risk: US CPI at 23:30 AEST — inside the window
Published: By the owner, with timestamp

Sample market information shown here is demonstration data, not a live feed. No position size is stated — that depends on your equity and risk budget, which we do not know.

Check the arithmetic yourself

Recalculate the reward-to-risk from the published levels and confirm whether costs are included. Then work out your own position size from your equity and risk percentage. A publisher who states a lot size for you is guessing about your account.

Check the clock

Compare the publication time with the current price. A setup published forty minutes ago at a level price has already left is no longer the same trade, which is exactly why every setup carries an expiry.

Skipping is a valid decision

A valid setup on a timeframe you do not monitor, in a session you cannot watch, or on a pair outside your list is a setup to skip. Log the skip and the reason — those entries are as useful as the trades.

Published setups are education and general information. They do not consider your objectives, financial situation or needs and are not a recommendation to trade. Many will not work out; outcomes are archived honestly, including the losses.

Worked case studies

Fictional examples built to teach the reasoning — including the ones that lost.

A textbook trend pullback that worked

win

EUR/USD · Trend Pullback v1.0

Every condition present, entry taken on the trigger candle, first target reached in eight hours. Useful mainly as a reference for what the setup looks like when nothing is compromised.

Result: Closed at +2.4R overall: two thirds at the first target, the remainder stopped out on a trailing stop 40 pips higher.

· The setup worked because the trend filter, the structure and the trigger all agreed.
· Moving the stop to entry after 1R removed the risk but also removed the chance of a deeper pullback resuming.
· A single winning example proves nothing about the strategy — it is a reference image, not evidence.

A breakout that was actually a liquidity sweep

loss

GBP/USD · Breakout & Retest v1.0

The Asian range broke on a 15-minute wick during thin conditions. The rule required a close beyond the boundary; the trade was taken anyway.

Result: Full 1R loss, when exiting on invalidation would have limited it to roughly 0.4R.

· The rule set was correct; the execution was not. This is an execution failure, not a strategy failure.
· Wick-based entries and close-based entries are different strategies with different results.
· Written invalidation is worthless if it is not acted on.

Range reversion with the trend filter doing its job

win

AUD/USD · Range Reversion v1.0

A quiet mid-week range with ADX below 20. Two rotations taken, both to the midpoint rather than the far boundary.

Result: +0.84R and +0.91R respectively across the two rotations.

· Targeting the midpoint rather than the far boundary produced lower reward but a much higher hit rate.
· The ADX filter is what kept these from being counter-trend trades.
· Exiting before the release cost some upside and avoided an unquantifiable risk — that trade-off should be recorded, not rationalised.

A stop that slipped through a central bank surprise

loss

USD/JPY · Trend Pullback v1.0

A valid setup held into an unscheduled policy statement. The stop was respected by the trader and ignored by the market.

Result: −1.4R. The position size meant this was 1.4% of the fictional account, not a crisis.

· A stop limits the intended risk, not the maximum possible risk.
· Unscheduled events cannot be planned for; position size is the only defence against them.
· This is exactly why risk per trade is kept small enough that a 1.4R loss is survivable.

The setup that never triggered

scratch

USD/CAD · Breakout & Retest v1.0

A clean breakout with no qualifying retest inside the expiry window. Cancelled and recorded. Included because most archives quietly omit these.

Result: No trade. The intended direction was correct and the rules still said no — which is a normal and acceptable outcome.

· A missed winner is not an error if the rules were followed.
· Recording expiries keeps the archive honest and lets you measure how often your entry rule costs you.
· If skipped winners dominate the skip log over many months, that is evidence to examine the entry rule — not a reason to abandon it today.

Four trades in a morning, one plan abandoned

loss

NZD/USD · Multiple (unplanned)

A behavioural case study rather than a technical one. The setups deteriorated as the session went on and the size increased.

Result: −5.5R in one session, against a plan that allowed a maximum of −2R per day.

· Trade 1 was the strategy. Trades 2 to 4 were the trader.
· A daily loss limit only works if it stops the session automatically, not if it is a suggestion.
· Reviewing this session by tag ('re-entry', 'outside plan') produced a hard rule: a 20-minute pause and a fresh trigger before any re-entry.

These case studies are illustrative and clearly fictional. They are not records of actual trades and no performance is claimed from them.