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LATTICE NINE
Strategy S/05

Reversion

Research

Fades a liquidity grab: after price runs an obvious high or low and fails, it trades back the other way.

The rules, in plain words

  1. Tracks levels traders watch: Asia and London highs and lows, the prior day and week, and equal highs or lows.
  2. A level must have rested for at least 3 hours before it counts.
  3. Needs a sweep: a wick through the level and a close back on the other side.
  4. Enters when the price gap from that move flips (an inversion), at the close of that candle.
  5. Exits on a candle close back through the gap, with a hard stop past the sweep.
  6. Takes half off at 1R and moves the rest to breakeven. The runner aims for the next session high or low.
  7. Stops for the day after two losses.
Change log

What we changed, and why.

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

  1. Exit on a candle close back through the gap with a hard stop past the sweep. Half off at 1R, then breakeven on the rest.

    WhyFollows the strategy as it is traded. The old stop could sit at prices already traded.

  2. Tuesday on and off, and the Asia session, added as test versions.

    WhyStanding rule: when it is this or that, test both and keep what holds up.

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

    WhyLikely code issues: the stop could sit at prices already traded, and the Asia window never opened. The session-liquidity filter it is meant to use was not built yet.

  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.