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Strategy Lab / Day-Trade / BULLPULSE

BULLPULSE BullPulse v2.0 - Breakout / Continuation

A stock breaking above a well-formed intraday reference level (opening range OR a later consolidation high) on above-average volume tends to continue. 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-3:15pm ET (deliberately wide vs the old DT-01's single AM window - both morning AND afternoon breakouts qualify).

Requires price above session VWAP, 15-minute RVOL >= 1.15, breakout bar closing above the reference level plus a volatility buffer with volume >= 1.15x expected.

Candidates ranked by TradePriority (scoring.py) - blends setup score, engine quality, and risk score into one comparable number; minimum 55 required to trade.

Exits: active stop, two consecutive closes below the breakout reference level, a close below VWAP while underwater, or a non-loosening trailing stop after +1R.

Known limitations:

  • Synthetic bid/ask spread and 5-minute-bar execution resolution - no real Protected NBBO feed exists on this data stack.
  • One unified breakout trigger rather than the source spec's several named sub-triggers - documented simplification, same core economic idea.

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).