Grade System & Exit Architecture
v1.8 — Partial exit replaces single TP
A+
ATR contraction ≥15% · Highest conviction
P1 / P2 / Runner partial exits · Full structural move
P1 / P2 / Runner partial exits · Full structural move
P1
1/3 · First structural level
~40–80pts
Profit locked
P2
1/3 · Second structural level
~100–200pts
Locked
P3
1/3 · Runner · 70pt trail
Full move
Rides move
A
ATR contraction 8–14.9% · High quality
Same P1/P2/Runner architecture as A+
Same P1/P2/Runner architecture as A+
B
ATR contraction <8% · Lowest conviction
ATR re-expansion exit · 50% contract scale
ATR re-expansion exit · 50% contract scale
B Grade — ATR Re-Expansion Exit
Exits when ATR re-expands 10% above entry bar ATR. Captures the initial impulse before reversal — variable exit distance (avg 8–20pts). No fixed TP. No trail. 50% base contracts always applied.
Breakeven Mechanism — REMOVED in v1.8
Replaced entirely by P1 partial exit. Once P1 fires the trade cannot scratch to zero. Eight confirmed forward test instances of breakeven destroying valid A+ winners. Evidence: RC-BE-01 through RC-BE-08.
P&L Per Trade by Grade & Contracts — v1.8
| Grade | Exit | 3 MNQ | 6 MNQ | 10 MNQ | 20 MNQ |
|---|---|---|---|---|---|
| A+ P1 | ~60pts | +$120 | +$240 | +$400 | +$800 |
| A+ P2 | ~150pts | +$300 | +$600 | +$1,000 | +$2,000 |
| A+ Runner | 250–380pts | +$500+ | +$1,000+ | +$1,666+ | +$3,333+ |
| A+ Combined | All 3 exits | +$920+ | +$1,840+ | +$3,066+ | +$6,133+ |
| A Combined | P1/P2/Runner | +$920+ | +$1,840+ | +$3,066+ | +$6,133+ |
| B (50% scale) | ATR re-exp ~15pts | +$30 | +$60 | +$100 | +$200 |
| SL Hit (post P1) | P1 retained | +$40 min | +$80 min | +$133 min | +$267 min |
| SL Hit (no P1) | -40pts full pos | -$240 | -$480 | -$800 | -$1,600 |
Key Principle — After P1 Fires
Once P1 exits 1/3 of the position, the worst case on the remaining 2/3 is breakeven (BE moves to entry). The trade cannot produce a net loss once P1 is banked. Pre-news position management (CT-19) enforces this before 09:30 events.
| Same Trade | v1.7 Captured | v1.8 Projected | Gain |
|---|---|---|---|
| RC-PARTIAL-01 (282pts) | +$1,479 | +$2,820 | +$1,341 |
| RC-PARTIAL-02 (384pts) | +$40 | +$1,182 | +$1,142 |
| W3 D1 session | +$3,090 | +$5,500+ | +$2,410+ |
Contract Sizing by Account
| Account | MDD | Base MNQ | Daily Loss $ | Daily Target $ |
|---|---|---|---|---|
| $25k Eval | $1,500 | 1 MNQ | $480 | $600 |
| $50k Eval | $2,500 | 2 MNQ | $640 | $900 |
| $100k Eval | $3,000 | 3 MNQ | $960 | $1,800 |
| $150k Eval | $4,500 | 5 MNQ | $1,440 | $2,700 |
| Funded $100k | $5,000 | 6 MNQ | $960 | $1,800 |
| Funded $150k | $7,500 | 10 MNQ | $1,200 | $3,000 |
| Funded $200k | $10,000 | 12 MNQ | $1,440 | $3,600 |
| Funded $300k | $15,000 | 20 MNQ | $1,920 | $6,000 |
Sizing Formula
Base contracts = (Account MDD × 10%) ÷ (40pt SL × $2 per point). Daily loss limit = 32% of MDD. Daily target = 60% of MDD. All figures for MNQ at $2/pt.
Session Risk Scaling — Auto Applied
Base
Friday
News Day
Grade B
Fri + News
3
1
1
1
1 ▼
6
3
3
3
2
10
5
5
5
3
20
10
10
10
5
Scale = 50% of base. Combined conditions apply most conservative scale. ▼ = floor reached (minimum 1). Consecutive losses (2+) also trigger 50% scale.
Key Operational Parameters
Stop Loss40pts fixed
P1 targetFirst structural level
P2 targetSecond structural level
Runner trail70pts · calibrated
B grade exitATR re-exp 10%
BreakevenREMOVED — P1 replaces
Touch zone10pts
Proximity conflict35pts
Retest windowPersistent arm
Min Asian range80pts
ATR A+ threshold0.15 (15%)
ATR A threshold0.08 (8%)
HTF EMA4H · EMA 21
Blackout 107:00–09:00 ET
Blackout 211:00–13:00 ET
News buffer±15 mins
Late session gate15:15 ET
Session close16:00 ET
Point value MNQ$2.00 per point
Point value MES$5.00 per point
W1–W3 Forward Test Evidence
88%
Projected v1.8 Win Rate
100%
A+ Grade Win Rate
117%
Annual Pace W3
Annual P&L Projection — v1.8
| Contracts | Conservative | At W3 Pace |
|---|---|---|
| 3 MNQ | +$18,000 | +$35,100 |
| 6 MNQ | +$36,000 | +$70,200 |
| 10 MNQ | +$60,000 | +$117,000 |
| 20 MNQ | +$120,000 | +$234,000 |
Conservative = $30k annual target × contract multiplier. At W3 Pace = 117% of target × multiplier. Past performance does not guarantee future results.