Not supported · Exits · 2026-09-19; timeframe gap fill 2026-10-11
Move the stop to breakeven at Point A or C instead of at TP1?
What this means
In this Python sim, moving the stop to breakeven early (at Point A or C) gave the lowest expectancy, and no breakeven at all gave the highest. But the sim enters right after D with a short hindsight zigzag, so all its levels are inflated and only the ordering carries any information. The numbers should not be relied on; they give no support for an earlier breakeven. Re-tested without look-ahead on TradingView's own setups, an early breakeven at Point A or C still loses expectancy on every timeframe. Point A sits close to the entry for most setups (median about 0.4-0.5R above it, since Shark's A is near D), so the stop moves to entry almost at once and ordinary wiggles scratch trades that would have reached their targets.
Explanation checked against the data.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not tested: not tested yet: no 15-minute price data; needs 15m prices or a TradingView run; BE at Point A is not a Pine option (would need a code change) (see tradingview_runs.md) | ||
| 1-hour | Not supported | 2,872 | simulated vs BE at TP1: BE at A -0.049R (q=0.003), BE at C -0.064R (q<0.001) gap fill G11, 2026-10-11 (price simulation; 1h/4h prices cover Nov 2023-Sep 2026 only) |
| 4-hour | Not supported | 825 | BE at A -0.014 (q=0.78), BE at C -0.055 (q=0.03) gap fill G11, 2026-10-11 (price simulation; 1h/4h prices cover Nov 2023-Sep 2026 only) |
| Daily | Not supported | 1,612 | BE at A -0.065 (q<0.001), BE at C -0.032 (q=0.10) gap fill G11, 2026-10-11 (price data) |
- Hypothesis
- Breakeven once price passes Point A (or C) improves expectancy.
- Method
- Own Python sim, yfinance 1h 730 days, 60 stocks + GC, CL, BTC, ETH, SOL; 822 trades; single target; max 160 bars.
- Result
- Expectancy at TP2/TP3/TP4: no BE 0.64/0.69/0.79R; BE at 1.5R 0.63/0.65/0.73; BE at A 0.50/0.48/0.56. No-BE best, BE at A or C worst. Gap fill (2026-10-11) on TradingView setups with real entry timing (price simulation, Points A and C rebuilt from the logged stop and pattern ratios, within 0.2% of the daily bars): moving the stop to breakeven at A instead of at TP1 changed mean setup R by -0.049 (1h, q = 0.003), -0.014 (4h, q = 0.78), -0.065 (daily, q < 0.001); at C by -0.064 (1h), -0.055 (4h), -0.032 (daily). Setup win rate falls from 41-48% to 27-34%.
- How much to trust it
- Low: entry at D+1 with a length-5 zigzag (look-ahead); levels inflated, only the ranking is informative
- Did it change the live rule?
- BE at TP1 kept
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).