⁦Strategy research⁩

⁦Crypto range-trading test card⁩

⁦Freeze the range formula, fade trigger, break condition, order assumptions and ambiguous-candle treatment before reviewing outcomes.⁩

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Blank research record. Educational use only; this is not a trading signal or a recommendation.

Complete and save this card before viewing the test outcome. Treat a range fade and a range breakout as separate rule versions with separate results.

1. Freeze the question and evidence

Question, date prepared and what result could reject the idea:

Asset, venue, spot or named contract, and account mode:

Data source, retrieval date, timezone, bar interval and timestamp convention:

Covered dates, sample count, gaps, exclusions and data fingerprint:

Baseline rule or comparison window:

Number of symbols, parameters, windows and outcomes already inspected:

2. Define when a range exists

Boundary formula, lookback length and completed bars included:

Upper and lower boundary values at each decision time:

What counts as a test: wick, trade, or completed close:

Minimum width, duration or other validity condition and its formula:

Rule for replacing, refreshing or expiring a range:

Exact price field used for boundaries and timezone / session handling:

3. Write the fade rule before the test

Side and permitted entry zone:

Signal condition and timestamp when it first becomes knowable:

Order type, assumed entry, valid-until time and missed-fill policy:

Gap-at-open and price-through-boundary response:

Target, stop or invalidation, and maximum holding duration:

Size formula, total exposure limit, maximum attempts and add-to-position rule:

Conditions to remain flat or end the test:

4. Keep a break rule separate

Breakout confirmation (price field, close or wick, number of bars):

Retest rule, if any, and the first time it may be used:

What cancels a pending fade when the range breaks:

Breakout strategy version / fingerprint:

Confirmation that fade and breakout outcomes are stored separately:

5. Record actual model assumptions

Item	Assumption, source and check date	Unknown or sensitivity
Trigger price field and trigger condition
Market / limit order and modeled fill
Fees and maker / taker status
Spread, slippage and partial fills
Funding, margin and liquidation if relevant
Gap and same-bar target / stop sequencing

Do not enter missing values as zero. A trigger price does not guarantee a fill at that price. If one OHLC bar crosses both exits, use finer data if available, apply a predeclared convention, or retain both outcomes as unresolved. Record which choice was made before comparing returns.

6. Log every eligible decision

UTC signal time	Gross P&L	Costs	Net result


الإجمالي	–	–	–

Include no-trade windows and rejected signals. Keep unfilled, partial, gapped and unknown outcomes visible rather than deleting them.

7. Challenge and close the study

Higher-cost case selected before interpreting results:

Boundary or lookback perturbations selected in advance:

Alternate date windows or regime checks:

Reserved chronological holdout and whether it was viewed or reused:

Sensitivity to unresolved same-bar cases:

Largest drawdown, exposure duration and concentration of results:

Remaining data, venue or contract limitations:

Decision: reject / revise as a new version / gather more evidence / stop:

Reviewer and next review date:

Background: TradingView's strategy emulator and Bar Magnifier, Hyperliquid's venue-specific TP/SL documentation, and the CFTC virtual-currency risk advisory. Follow current venue and jurisdiction rules for the instrument under study.

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