█ SETUP
US Russell 2000 cash CFD · IG:RUSSELL · 8H · long only.
ALMA Averaging Strategy: ALMA 3 / σ2, SD band 2, min diff 1 bar to add / 1 bar to exit, 25% per bar, up to 4 adds, hard stop −10% from average entry.
Strategy Tester (Russell 8H, matched alert):
Win rate 83% · profit factor 4.0 · max drawdown 18%
Typical hold ~61 bars on winners · long-only small-cap proxy sleeve
═
█ WHY NOW
FOMC day — the book is adding US small-cap exposure while macro headlines focus on Warsh, not on index levels.
Fresh 8H ALMA long fired 17 Jun 07:00 UTC on the 83% WR template. Live journal: one new leg on OV78 · three older 8H adds on a separate wr68 template still open ~flat — this publish tracks the wr83 entry only.
Context from the public ledger: US equities closed green into 16 Jun (
SOXX +16%, broad US cash batch). Russell sleeve reloads after a quiet week — latest book exit on this symbol was +3% on a 12H ALMA leg (14 Jun). Open MTM on the fresh 8H leg ~flat at snapshot.
Not a “call the Fed” trade — ALMA flagged discount on the 8H bar into the Warsh press conference. Exits follow ALMA rules or the −10% hard stop; no discretionary TP ladder.
═
█ MACRO
FOMC / Warsh (owner frame): hold at ~3.50–3.75% is priced; the move is rhetoric. Soft tone (inflation “transitory”, debt-market support, DXY lower) = risk-on plumbing — small caps historically sensitive to liquidity and curve steepening. Hawkish tone + DXY through 101 = risk-off — cancels the stealth-liquidity thesis.
News tape (16–17 Jun): equities steady while oil slides under $78; Nasdaq firm vs BTC dip — stocks/crypto divergence back on the feed. SpaceX post-IPO rotation drains liquidity from mega-cap tech (headline risk for indices, but Russell can benefit from relative small-cap bid if risk holds).
Offsetting headwinds: market prices ~66% hike odds into the year (BeInCrypto / hawk narrative); small caps carry higher beta into any Warsh surprise. Iran/oil headline risk remains a macro tail — cheap oil helps soft-Fed story until geopolitics flip.
Russell = US domestic / rate-sensitive beta — execution is 8H ALMA mean-reversion, not an economic forecast.
═
█ OUTLOOK
Positive factors
- 83% WR / PF 4.0 on the Russell 8H ALMA setup · fresh 8H long 17 Jun 07:00Z
- US equities firm into 16 Jun · prior Russell exits May–Jun +2.5% to +3.4% on the same 8H template
- EMA — time vs average, price at line: 1H Cur S:5 vs Avg S:6.3 — below-session not yet overstretched (below avg); +0.4% dev = at 1H EMA. 1D Cur L:5 vs Avg L:15.3 — above-run young (5 vs avg 15.3 — far below norm), room vs typical daily stretch. 4H Cur L:20 vs Avg L:12.2 — overheated above by time (+65% vs avg), but −1.0% dev = price back at 4H EMA → time exhaustion into mean-reversion zone for 8H
- ALMA — below avg length = not stretched: 1D Cur S:1 vs Avg S:2.7 — first bar below, well under average short-session length · at band (~2962). 3D/1W Cur L:2 vs LAvg 3.5 / 4.0 — long sessions shorter than norm, slow grid not time-overheated above
- Daily SMC In FVG Bull — demand zone ~2991 still active below price
Negative factors
- FOMC gap risk on 8H bars — Warsh presser can gap through a %-based stop
- EMA — overheated above on slow TFs: 3D Cur L:21 vs Avg L:9.8 (~2× avg) · 1W Cur L:52 vs Avg L:14.9 (~3.5× avg) at −13.4% dev — time above EMA far exceeds normal; macro uptrend, but shakeout risk before next leg
- ALMA — LTF still short, near avg: 1H Cur S:2 vs Avg S:3.8 · 4H Cur S:3 vs Avg S:3.0 — below ALMA, sessions not overstretched vs average yet → downside can extend before mean-reversion; needs daily band hold + 4H reclaim
- 4H EMA time-overheat (L:20 above avg 12.2) meeting the line — fail here = resistance stack into FOMC
- Correlated Russell exposure if small caps roll over · 6H/12H adds can scale size if discount extends
- Past backtest ≠ live fills on CFD (spread, session gaps)
Base case: 4H EMA time-overheat (L:20 above avg) resolves at the line · 1D ALMA hold (S:1 well under avg 2.7) · young 3D/1W ALMA long (L:2 under avg) carries — drift toward ~2990 FVG if Warsh soft.
Bear case: 1W/3D EMA time stretch unwinds (L:52 / L:21 far above avg) · 1H–4H ALMA below sessions extend toward their averages before bounce · lose daily ALMA · −10% hard stop.
US Russell 2000 cash CFD · IG:RUSSELL · 8H · long only.
ALMA Averaging Strategy: ALMA 3 / σ2, SD band 2, min diff 1 bar to add / 1 bar to exit, 25% per bar, up to 4 adds, hard stop −10% from average entry.
Strategy Tester (Russell 8H, matched alert):
Win rate 83% · profit factor 4.0 · max drawdown 18%
Typical hold ~61 bars on winners · long-only small-cap proxy sleeve
═
█ WHY NOW
FOMC day — the book is adding US small-cap exposure while macro headlines focus on Warsh, not on index levels.
Fresh 8H ALMA long fired 17 Jun 07:00 UTC on the 83% WR template. Live journal: one new leg on OV78 · three older 8H adds on a separate wr68 template still open ~flat — this publish tracks the wr83 entry only.
Context from the public ledger: US equities closed green into 16 Jun (
SOXX +16%, broad US cash batch). Russell sleeve reloads after a quiet week — latest book exit on this symbol was +3% on a 12H ALMA leg (14 Jun). Open MTM on the fresh 8H leg ~flat at snapshot.Not a “call the Fed” trade — ALMA flagged discount on the 8H bar into the Warsh press conference. Exits follow ALMA rules or the −10% hard stop; no discretionary TP ladder.
═
█ MACRO
FOMC / Warsh (owner frame): hold at ~3.50–3.75% is priced; the move is rhetoric. Soft tone (inflation “transitory”, debt-market support, DXY lower) = risk-on plumbing — small caps historically sensitive to liquidity and curve steepening. Hawkish tone + DXY through 101 = risk-off — cancels the stealth-liquidity thesis.
News tape (16–17 Jun): equities steady while oil slides under $78; Nasdaq firm vs BTC dip — stocks/crypto divergence back on the feed. SpaceX post-IPO rotation drains liquidity from mega-cap tech (headline risk for indices, but Russell can benefit from relative small-cap bid if risk holds).
Offsetting headwinds: market prices ~66% hike odds into the year (BeInCrypto / hawk narrative); small caps carry higher beta into any Warsh surprise. Iran/oil headline risk remains a macro tail — cheap oil helps soft-Fed story until geopolitics flip.
Russell = US domestic / rate-sensitive beta — execution is 8H ALMA mean-reversion, not an economic forecast.
═
█ OUTLOOK
Positive factors
- 83% WR / PF 4.0 on the Russell 8H ALMA setup · fresh 8H long 17 Jun 07:00Z
- US equities firm into 16 Jun · prior Russell exits May–Jun +2.5% to +3.4% on the same 8H template
- EMA — time vs average, price at line: 1H Cur S:5 vs Avg S:6.3 — below-session not yet overstretched (below avg); +0.4% dev = at 1H EMA. 1D Cur L:5 vs Avg L:15.3 — above-run young (5 vs avg 15.3 — far below norm), room vs typical daily stretch. 4H Cur L:20 vs Avg L:12.2 — overheated above by time (+65% vs avg), but −1.0% dev = price back at 4H EMA → time exhaustion into mean-reversion zone for 8H
- ALMA — below avg length = not stretched: 1D Cur S:1 vs Avg S:2.7 — first bar below, well under average short-session length · at band (~2962). 3D/1W Cur L:2 vs LAvg 3.5 / 4.0 — long sessions shorter than norm, slow grid not time-overheated above
- Daily SMC In FVG Bull — demand zone ~2991 still active below price
Negative factors
- FOMC gap risk on 8H bars — Warsh presser can gap through a %-based stop
- EMA — overheated above on slow TFs: 3D Cur L:21 vs Avg L:9.8 (~2× avg) · 1W Cur L:52 vs Avg L:14.9 (~3.5× avg) at −13.4% dev — time above EMA far exceeds normal; macro uptrend, but shakeout risk before next leg
- ALMA — LTF still short, near avg: 1H Cur S:2 vs Avg S:3.8 · 4H Cur S:3 vs Avg S:3.0 — below ALMA, sessions not overstretched vs average yet → downside can extend before mean-reversion; needs daily band hold + 4H reclaim
- 4H EMA time-overheat (L:20 above avg 12.2) meeting the line — fail here = resistance stack into FOMC
- Correlated Russell exposure if small caps roll over · 6H/12H adds can scale size if discount extends
- Past backtest ≠ live fills on CFD (spread, session gaps)
Base case: 4H EMA time-overheat (L:20 above avg) resolves at the line · 1D ALMA hold (S:1 well under avg 2.7) · young 3D/1W ALMA long (L:2 under avg) carries — drift toward ~2990 FVG if Warsh soft.
Bear case: 1W/3D EMA time stretch unwinds (L:52 / L:21 far above avg) · 1H–4H ALMA below sessions extend toward their averages before bounce · lose daily ALMA · −10% hard stop.
BoaBias / Goldfinch_song
Swing trader · bar-close systematic book
800+ TRADES · WR 60% · AVG HOLD 7D · AVG PNL 7% · MAX DD -3.4%
CRYPTO · STOCKS · INDICES · METALS
📈Sharing Ideas · indicators · strategies with honest stats · Educational only NFA
Swing trader · bar-close systematic book
800+ TRADES · WR 60% · AVG HOLD 7D · AVG PNL 7% · MAX DD -3.4%
CRYPTO · STOCKS · INDICES · METALS
📈Sharing Ideas · indicators · strategies with honest stats · Educational only NFA
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.
BoaBias / Goldfinch_song
Swing trader · bar-close systematic book
800+ TRADES · WR 60% · AVG HOLD 7D · AVG PNL 7% · MAX DD -3.4%
CRYPTO · STOCKS · INDICES · METALS
📈Sharing Ideas · indicators · strategies with honest stats · Educational only NFA
Swing trader · bar-close systematic book
800+ TRADES · WR 60% · AVG HOLD 7D · AVG PNL 7% · MAX DD -3.4%
CRYPTO · STOCKS · INDICES · METALS
📈Sharing Ideas · indicators · strategies with honest stats · Educational only NFA
Feragatname
Bilgiler ve yayınlar, TradingView tarafından sağlanan veya onaylanan finansal, yatırım, alım satım veya diğer türden tavsiye veya öneriler anlamına gelmez ve teşkil etmez. Kullanım Koşulları bölümünde daha fazlasını okuyun.