Backtest UI

Structural stop distance within band TSSD

T_STRUCT_STOP_DISTANCE_MAX | risk structure | trigger | ticker | proposed

Logicinvalidation = max(undercut_day_low, support_band_low, base_low_20d); stop_distance_pct = 1 - invalidation / close[t]; min_distance <= stop_distance_pct <= max_distance
Edge-
Samples0

Definition

Distance from entry price to the nearest structural invalidation level (undercut-day low, support-band low, or base low) is within the configured band, default 1-4%. This is the core gate of the asymmetric R:R framework: if the risk/stop size is large, there is no trade. It conditions the entry on the payoff structure rather than placing a stop after deciding to enter, and is the direct test of whether tight stops work when the entry location provides the nearby invalidation.

Logic Triples

No first-class ontology mapping yet. Showing fallback logic: invalidation = max(undercut_day_low, support_band_low, base_low_20d); stop_distance_pct = 1 - invalidation / close[t]; min_distance <= stop_distance_pct <= max_distance

Strategies Using Atom

StrategyFamilyEdgeSignals
MA pullback, gate<=4%, armed trail 7R asymmetric_rr_dip - -
MA pullback, gate<=4%, fixed 7R target asymmetric_rr_dip - -
MA pullback, gate<=4%, pure runner EMA21 asymmetric_rr_dip - -
MA pullback, gate<=4%, trim ladder asymmetric_rr_dip - -
Prior resistance, gate<=4%, armed trail 7R asymmetric_rr_dip - -
Prior resistance, gate<=4%, fixed 7R target asymmetric_rr_dip - -
Prior resistance, gate<=4%, pure runner EMA21 asymmetric_rr_dip - -
Prior resistance, gate<=4%, trim ladder asymmetric_rr_dip - -
Shakeout, gate<=4%, armed trail 7R asymmetric_rr_dip - -
Shakeout, gate<=4%, fixed 7R target asymmetric_rr_dip - -
Shakeout, gate<=4%, pure runner EMA21 asymmetric_rr_dip - -
Shakeout, gate<=4%, trim ladder asymmetric_rr_dip - -