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Strategies

Educational strategy frameworks — not personalised recommendations.

• Introduction to Price ActionRead market structure from swings, gaps, and candle anatomy without overloading indicators.
• Drawing & Validating Support, Resistance, and TrendlinesZones beat single pixels; three-touch trends; breaks need **close + retest** confirmation in liquid markets.
• Candlestick Patterns & Directional BiasEngulfing, pin bars, morning/evening stars — always confirm with structure and session context.
• SMA & EMA Breakout StrategiesUse MA stacks for trend filter; breakouts confirmed by expansion and retest outperform raw crosses.
• RSI Divergence Trading PlaybookSpot regular / hidden divergences for momentum shifts — still need trigger candle and invalidation.
• MACD Tactics for Trend ReversalsHistogram expansion, zero-line rejection, and signal cross — sequence matters more than any single event.
• Fibonacci Retracement Levels for Trade Placement38.2/50/61.8 anchors from impulse legs — confluence with structure > magic ratios alone.
• Bollinger Bands & Volatility BreakoutsSqueeze → expansion playbook; band walks in trends vs mean reversion at extremes in ranges.
• Volume, OBV & VWAP in ExecutionOBV tracks cumulative flow; VWAP anchors institutional average pricing intraday.
• Multi-Timeframe Analysis WorkflowHTF bias → execution timeframe trigger → LTF entry refinement; avoid conflicting narratives.
• Harmonic Patterns (Gartley, Bat, Butterfly)Fibonacci ratio families define PRZ completion zones — strict rules reduce false positives.
• Elliott Wave Theory EssentialsFive-wave impulses + three-wave corrections — rules (no overlap etc.) matter more than labels.
• Supply & Demand Zones (Institutional Footprints)Identify base zones where orders transitioned — fresher zones + trend context win.
• Two-Sided Range & Consolidation StrategiesFade extremes with tight risk when ADX low; breakouts require expansion confirmation.
• Why Breakout Confirmation & Pullback Retests MatterBreakout trades mature after liquidity engineering; retests convert uncertainty into defined risk.
• Pairs Trading: Cointegration vs Plain Correlation — When Spreads Are Mean-RevertingEngle–Granger intuition, half-life of spread, why high correlation does not imply tradable stationarity of the spread.
• Mean-Reversion Half-Life of Spreads — Ornstein–Uhlenbeck Intuition & Practical UsesContinuous-time OU mapping, discrete AR(1) estimation, horizons vs turnover and transaction-cost floors.
• Delta-Neutral Option Books — Greeks as Local Risk TransformersDelta/vega/gamma P&L attribution, re-hedge frequency vs transaction cost, charm/vanna second-order terms intro.
• VWAP vs TWAP Execution — Benchmarks & Implementation ShortfallsBenchmark tracking error, urgency levers and predatory interaction risk on lit venues for large sleeves.
• Order Blocks & Imbalances — From Discretionary Labels to Testable Risk FramesBridging discretionary ICT-style vocabulary into invalidation-based setups without mythologising unseen flow.

Educational glossary content only — not investment advice.