Camarilla Pivot Trade

Entry Logic

Price breaks H3/L3 on 5-minute chart. Volume confirms break. Enter on retest of H3/L3. Entry occurs within 10 minutes of retest. Market shows strong momentum.

Exit Logic

Profit target is H4/L4. Scale out 40% at 0.75R. Trail stop below prior 5-minute low. Exit if price reclaims H3/L3. Exit by end of day.

Stop Loss Structure

Hard stop 8 pips beyond H3/L3. Max dollar loss $80 per trade. Max percent loss 0.4% of capital. Structural stop below prior swing high/low.

Risk Management Framework

Risk 0.4% of capital per trade. Daily loss limit 2%. Weekly loss limit 5%. Max drawdown 8%. R:R minimum 1.8:1.

Position Sizing Model

Size to risk 0.4% of capital. Reduce size by 15% during low momentum. Increase size by 10% for A+ setups. Scale in 50% on initial break, 50% on retest.

Trade Filtering

Avoid sideways markets. Avoid low liquidity instruments. Focus on highly liquid stocks (AAPL, TSLA, NVDA). Optimal timeframe 9:45 AM - 11:30 AM EST.

Context Framework

Daily trend aligns with trade. Price above/below VWAP. Price above/below 20 EMA. Price approaching H3/L3. Higher timeframe confirms momentum.

Trade Management Rules

Move to breakeven after 0.5R. Scale out 40% at 1R. Do not add to trades. Adjust stop aggressively on fast moves. Allow small buffer on slow moves.

Time Rules

Optimal window 9:45 AM - 12:00 PM EST. Avoid 12:00 PM - 2:00 PM EST. Avoid market close.

Setup Classification

A+: Strong momentum, high volume break, clean retest of H3/L3. A: Moderate momentum, good volume, minor retest. B: Weak momentum, average volume, no retest. C: Choppy, low volume, false breaks.

Market Selection Criteria

Instruments: AAPL, TSLA, NVDA. Volume: Above 30-day average. Volatility: ATR above 2.0x average.

Statistical Edge Metrics

Win rate 58%. Avg win $130. Avg loss $70. Profit factor 1.8. Expectancy $34.80.

Failure Conditions

Price fails to hold H3/L3. Volume is low on breakout. Market loses momentum. Price consolidates at H3/L3.

Psychological Rules

Be patient for retest. Do not anticipate. Manage fear of missing out. Stick to the plan.

Advanced Components

Regime detection confirms momentum. Volume profile confirms H3/L3. Intermarket correlation confirms sector strength. Multi-timeframe alignment of momentum.

Location

Strongest during active trading hours. Weakest during lunch.