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Strategy Lab / Day-Trade / BULLFLOW

BULLFLOW BullFlow v1.0 - Trend Pullback

In a stock already trending up on the day, a shallow pullback toward session VWAP that gets reclaimed on a strong bar tends to resume the prior trend. Version v1 - status SHADOW.

Equity
$10000.00
Closed Trades
0
Win Rate
n/a
Evidence Status
Insufficient Evidence
N=0 closed trades

Entry window 9:45am-3:30pm ET - the WIDEST of the three engines and the loosest TradePriority floor (45), by design: this is the engine meant to trade most often.

Requires an already-established above-VWAP uptrend this session, a shallow pullback (<=0.75 VU x3), an up-close reclaim bar back above VWAP, RVOL15m >= 0.90.

Exits: active stop, two consecutive closes back below session VWAP (trend premise broken), or a non-loosening trailing stop after +1R.

Known limitations:

  • Synthetic bid/ask spread and 5-minute-bar execution resolution, same as BullPulse.
  • No direct DT-0X predecessor - this build's own reasonable design for the spec's 'intraday trend pullback' concept.

This is a research hypothesis, not a proven profitable methodology. See docs/strategy_lab_day_trade_plan.md for the full repo-impact plan.

Evidence (Insufficient Evidence):

Needs at least 20 closed trades before any read is meaningful (0 so far). No significance testing is applied even above that floor - see module docstring for what's deferred (PBO, deflated Sharpe, bootstrap CIs).