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LATTICE NINE
Strategy S/06

Breakaway

Research

Built for trend days: trades a decisive break past the prior day's range and rides the extension.

The rules, in plain words

  1. Maps the prior day's range with retracement and extension levels, plus its highest and lowest candle bodies.
  2. Model 1: a 5-minute close past the prior day's body high or low.
  3. Model 2: a 5-minute close past the prior day's high or low, after a 1-hour body confirmation.
  4. Each model is tested three ways: market entry, a limit at the range edge, or a limit at the body level.
  5. Stop sits inside the zone, a few points past the nearest level.
  6. Scales out in three parts at extension levels, with breakeven after the first.
  7. Skips 10:35 to 11:05 AM ET. One trade per direction per session.
Change log

What we changed, and why.

We keep tuning Breakaway. Every change is dated, newest first.

  1. Body levels redefined as the prior day's highest and lowest candle bodies. Two entry models, each with three entry types.

    WhyBrings the code in line with how the setup is actually traded.

  2. Fixed dollar loss cap removed. Risk is now set from the strategy's average stop distance.

    WhyA dollar cap checked at candle close cut most losing trades early and distorted the test.

  3. Round 1 independent backtest: did not pass as written. Back to Research.

    WhyIt suffered most in trending years and traded the most, so costs hit it hardest. The default entry in the test was not one of the entry models used by hand.

  4. Rebuilt as its own standalone strategy file with the shared LT/9 settings layout and risk engine.

    WhySo every strategy can be tested on its own and run as a separate process, with the same risk controls and the same settings panel everywhere.

Run it on your accounts

Every live strategy, on unlimited prop firm accounts.

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Other strategies
S/01Live

Open Drive

Trades the first clean break of the New York opening range, in the direction the market chooses.

Testing nextStop buffer of 2 points against 7 points past the midpoint, plus 30% and 40% stops. Breakeven at 1R with half off at 2R and a runner to the session high or low. Results split by weekday.
S/02Live

Open Drive Retest

Waits for the opening range break, then enters on the first pullback into the price gap the break leaves behind.

Testing nextTwo versions side by side: the 5-minute gap at the break, and a 1-minute gap inside the opening range. A 1-hour trend check is also being tested.
S/03Research

Key Open: Rejection

Looks for a sharp rejection right after one of the six key session opens, then enters on the pullback.

Testing nextRebuilt with all six key opens, the setup checklist off and at minimum scores of 1, 2 and 3, and the news-day target used only on CPI, PPI and jobs days.

Trading futures involves substantial risk of loss and is not suitable for all investors. You can lose all of the money you pay for prop firm accounts, fees and subscriptions, and in a personal brokerage account you can lose more than you deposit. Past performance, backtested or live, is not indicative of future results. Lattice Nine is software and education from NutriCove. It is not investment advice, not a recommendation to buy or sell any futures contract, and not a guarantee of passing any evaluation or receiving any payout. NutriCove is not a registered commodity trading advisor or broker.