Module 4 / Directional trading
Module 4 · Strategy

Directional trading

Trend following, breakouts, mean reversion, and validating whether your edge is real.

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Three directional strategies

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Trend following

Win rate
35–45%
Risk:reward
3:1 – 10:1
Timeframe
Days–weeks
Edge source
Momentum
Best in
Trending + rising OI

Breakout trading

Win rate
40–50%
Risk:reward
2:1 – 5:1
Timeframe
Hours–days
Edge source
Structure break
Confirm with
Volume + OI surge

Mean reversion

Win rate
55–65%
Risk:reward
1:1 – 2:1
Timeframe
Minutes–hours
Edge source
Overextension
Danger
Fails in strong trends
Recall0/1
Recall

Which strategy has a HIGH win rate but LOW risk:reward?

Edge validation calculator

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A strategy has a real edge only if its expected value per trade is positive after fees, confirmed over a large enough sample. Below ~100 trades, a string of wins tells you almost nothing.

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Recall0/1
Recall

Minimum sample size before trusting an edge?

Regime filter

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RegimeCharacteristicsBest strategyAvoid
Strong trend upOI↑, higher highs, funding +Trend following longsMR shorts
Strong trend downOI↑, lower lows, funding −Trend following shortsMR longs
Range-boundOI flat, price bouncing, funding ~0Mean reversion fadesBreakout entries
Pre-breakoutOI flat, volatility compressingWait — watch for breakAny directional bias
Liq cascadeOI↓ fast, price dropping hardFlat or small shortAny longs