CleightyP BOS/SMA/MACD/VWAP — Strategy by LRVTrades
By LRVTrades
Performance Metrics
- Author: LRVTrades
- Symbol: CME_MINI:NQ1!
- Timeframe: 5 minutes
- Net P&L: +78,700.00 USD (+7.87%)
- Win Rate: 67.2%
- Profit Factor: 1.544
- Max Drawdown: 11,590.00 USD (1.16%)
- Total Trades: 381
Description
A market structure–based breakout strategy that trades Break of Structure (BOS) and optional Change of Character (CHoCH) using pivot highs and lows, entering on confirmed or intrabar breaks of key levels. Trades are filtered by trend and momentum using multi-timeframe SMA slope alignment (21/84/252), optional SMA stacking and slope divergence to capture expansion phases, with additional context from NY and daily VWAP positioning. Risk is defined at entry via swing-based, candle-based, or percentage stop loss, with configurable risk-reward targets and optional buffers. The system includes strong candle confirmation, re-entry protection on used levels, and optional daily trade limits, aiming to systematically capture high-probability continuation moves while avoiding late-stage or low-momentum conditions.