Dual Thrust Daily Breakout
Michael Chalek's Dual Thrust builds today's breakout levels from the last N days: Range = max(highest high - lowest close, highest close - lowest low). The buy trigger is today's open + K1 x Range, the sell trigger is today's open - K2 x Range. The strategy is always in the market once a trigger has fired, reversing on the opposite trigger; an optional trend filter skips trades against a slow EMA.
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How to use it
15m or 1h BTC / ETH / SOL perpetuals (any intraday chart works). Position size is a % of equity (Properties). Commission 0.06% per side. Back-test BTCUSDT 15m (Bybit, 0.06% fee/side, funding not included): 2025–2026 +39% (PF 2.53, max DD 16%, 16 trades); unseen 2026–2026 +14% (PF 2.49, 9 trades). Past results don't predict future ones. Concept: Michael Chalek, "Dual Thrust" (1990s); widely used in futures CTA research.
Try Dual Thrust Daily Breakout
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Back-tests and forward tests are simulations; past results do not predict future ones. Nothing here is financial advice. Trading carries a high risk of loss.