Swing Trading

objective

Manage multi-day swing strategies with regime-aware sizing and disciplined risk exits.

workflow

1. define setup taxonomy and multi-day holding horizon rules.
2. select entries using trend, reversal, and catalyst filters.
3. size positions by volatility and portfolio concentration constraints.
4. monitor overnight gap risk and event exposure throughout holding period.
5. exit through target, stop, or thesis invalidation framework.

required diagnostics

• setup win rate and expectancy by market regime.
• overnight gap contribution to pnl and risk.
• holding-period distribution and signal decay.
• stop-loss and target-hit efficiency statistics.
• portfolio-level concentration drift during swings.