Complete Strategy Matrix · Taiwan Futures (TX)

Features Overview From entry to exit — every decision backed by logic

The market is not simply "buy or sell" — it is a sequence of interconnected decisions.
This system decomposes trading into 9 core strategy modules,
forming a complete full-lifecycle decision framework.

9Core Strategy Modules
3Decision Dimensions
FullEntry → Management → Exit
DynamicStructural Position Sizing
SCROLL
Trend Direction Without a clear direction, every trade is a gamble Reversal Strategy Momentum, structure, and volatility all break down simultaneously ▼ REVERSAL Volatility Risk Knowing whether to trade matters more than whether you can profit Stop Loss Stay alive to trade another day ▼ STOP Take Profit Convert unrealized gains into realized results ▲ PROFIT Loss Scaling In Adjust cost basis when risk remains controlled Profit Scaling In Trend confirmed — amplify your edge ▲ SCALE UP Profit Scaling Out Retain the core position, reduce drawdown exposure Loss Scaling Out Reduce risk exposure first — capital preservation is the priority ▼ REDUCE Trend Direction Without a clear direction, every trade is a gamble Reversal Strategy Momentum, structure, and volatility all break down simultaneously ▼ REVERSAL Volatility Risk Knowing whether to trade matters more than whether you can profit Stop Loss Stay alive to trade another day ▼ STOP Take Profit Convert unrealized gains into realized results ▲ PROFIT Loss Scaling In Adjust cost basis when risk remains controlled Profit Scaling In Trend confirmed — amplify your edge ▲ SCALE UP Profit Scaling Out Retain the core position, reduce drawdown exposure Loss Scaling Out Reduce risk exposure first — capital preservation is the priority ▼ REDUCE

Why Is This a "System"
Rather Than a Set of Indicators?

Because it does not merely teach you when to enter — it answers the most important questions in trading. Every decision point has a corresponding logic module responsible for handling it.

This strategy matrix is not designed to profit on every single trade. It is designed for long-term, consistent survival. Trading is not about predicting the future; it is about managing uncertainty.

Q1Should I trade this market at all?
Q2Is the direction long or short?
Q3What is the appropriate initial position size?
Q4Under what conditions can I scale in?
Q5Under what conditions should I scale out?
Q6When should I exit completely?
Direction Establish direction
before any entry
Structure Scale in only while
structure holds
Volatility Risk assessment
takes priority over return
Survival Stay alive for
the next opportunity
Nine Core Modules

9 Core Strategy Modules

Each module serves a distinct function, together forming a complete full-lifecycle decision framework.

MODULE 01 🧭
Trend Direction Strategy
Trend Direction
Establish direction first, then consider any action.
Not every session is worth trading.
Without a clear direction, every trade is a gamble. This module integrates multi-period trend indicators to automatically determine the market's current primary direction — bullish, bearish, or neutral. Only when direction is unambiguous do other strategy modules activate.
TrendPhase ADX > 25 MA Alignment Multi-Period Confirmation
MODULE 02 🔄
Reversal Strategy
Reversal Strategy
Identify the moment structural change occurs.
A true reversal is not guessing tops or bottoms.
A genuine reversal occurs when momentum, structure, and volatility break down simultaneously. The system detects DistributionPhase or ReversalPhase; entry is permitted only when the long-period judge core confirms a LateWeakening or Transition state. This module handles the beginning and end of trends.
DistributionPhase MACD Divergence Z-score Extreme Structure Breakdown
MODULE 03 📊
Volatility Risk Strategy
Volatility Risk
Whether the market is tradable matters more than whether it is profitable.
Excessive volatility can wipe a position even with correct direction.
This module continuously evaluates whether market volatility remains within an "acceptable" range, using multiple models including GARCH, EWMA, RealizedVariance, and BipowerVariance. When Z-score exceeds ±2, a risk alert is automatically triggered, reducing or suspending trading activity.
GARCH-z EWMA-z BipowerVar |Z| > 2
MODULE 04 🛡️
Stop-Loss Strategy
Stop Loss
Stay alive to trade another day.
A stop loss is not failure — it is respect for your capital.
This is not a mechanical fixed-point stop loss. It is a "structural stop loss." When market structure breaks down — for example, a breach of a key pivot point or VWAP — the system automatically triggers stop-loss logic. This module ensures: when wrong, damage is minimized.
Structure-Break Stop PivotPoints VWAP Breach Volatility Reduction
MODULE 05 🎯
Take-Profit Strategy
Take Profit
Convert paper gains into realized results.
Knowing when to take profits is the real skill.
Scaled trailing take-profit: an initial profit target is set, then the protective level moves as the trend advances. When TrendExhaustion or DistributionDivergence signals appear, scaled exits are signaled in stages. Exit at the right place — not based on intuition.
Scaled Trailing Take-Profit TrendExhaustion Phase Transition Structural Exit
MODULE 06 ⚖️
Loss Scaling-In Strategy
Loss Scaling In
Not averaging down blindly — a controlled cost adjustment under defined risk parameters.
Blind averaging is a fatal error.
This module only activates when "risk is controlled and structure is intact." When AccumulationPhase characteristics appear and volatility Z-score is within a normal range, it permits adjusting the average cost at a more favorable price. Adding to a broken structure is strictly prohibited.
Structure Intact Z-score Normal AccumulationPhase Cost Optimization
MODULE 07 🚀
Profit Scaling-In Strategy
Profit Scaling In
When the trend gives you an opportunity, amplify your edge.
The biggest risk in trending markets is "small wins, large losses."
When the market confirms you are correct (TrendPhase established, ADX rising, VolumeDelta directionally aligned), this module permits staged scaling in. First confirmation: probe position. Second confirmation: structural confirmation add. Third: momentum continuation expansion. Be decisive when the market confirms.
TrendPhase Established ADX Rising Three-Stage Scale-In Momentum Confirmation
MODULE 08 📉
Profit Scaling-Out Strategy
Profit Scaling Out
Retain the core position, reduce drawdown risk.
It is not an all-in or all-out decision.
When the market enters a late phase (TrendExhaustion, DistributionDivergence signals appear), the module does not call for an immediate full exit. Instead, it scales out incrementally — preserving a core position to participate in any remaining trend while reducing the risk of a significant drawdown. Profit as you defend.
TrendExhaustion Scaled Exit Core Position Retained Drawdown Protection
MODULE 09 🧯
Loss Scaling-Out Strategy
Loss Scaling Out / Risk Reduction
Admitting you are wrong is the instinct of a skilled trader.
Sometimes the first step is not a stop loss — it is reducing risk exposure.
In adverse conditions, this module's primary objective is "capital preservation," not immediate stop-out. When abnormal signals such as FalseBreakout or VolatilitySpike appear, the system first reduces position size to limit the range of potential loss — preserving time and capital flexibility for subsequent reassessment.
FalseBreakout Detection VolatilitySpike Scaled Reduction Capital Flexibility Preserved
Step 1: Detect Anomaly
FalseBreakout or sudden volatility surge detected — reduce risk exposure first
Step 2: Partial Reduction
Not a full exit — scale down to a safe position size
Step 3: Reassess
Wait for market structure to re-confirm before deciding whether to stop out or rebuild
Core Principle
Survival takes priority over profit. Capital in hand means a chance to recover
Decision Matrix

Strategy Activation Condition Matrix

Each strategy module's activation state mapped to the corresponding market phase.

MARKET PHASE
TrendPhase
ExpansionPhase
BalancePhase
AccumulationPhase
DistributionPhase
TrendExhaustion
ReversalPhase
VolatilitySpike
Trend Dir.
Reversal
Vol. Risk
Stop Loss
Take Profit
Loss Scale In
Profit Scale In
Profit Scale Out
Loss Scale Out
✦ Active
—
Monitor
Standby
✦ Active
—
✦ Active
—
—
✦ Active
Watch
⚠ Alert
Tighten
Prepare
—
Watch
—
—
Neutral
—
✦ Active
—
—
—
—
—
—
Watch
Prepare
✦ Assess
Standby
—
✦ Active
—
—
—
Bear Confirm
✦ Core
✦ Active
✦ Active
Prepare
—
—
✦ Active
Standby
Weakening
Watch
✦ Active
✦ Tighten
✦ Scaled Exit
—
—
✦ Core
Watch
Reverse Confirm
✦ Core
✦ Active
✦ Trigger
✦ Execute
—
—
✦ Active
✦ Active
Pause
Pause
⚠ Extreme
⚠ Triggered
⚠ Protect
—
—
⚠ Forced
✦ Priority
Full Trade Lifecycle

Full Trade Lifecycle

From assessment to exit — each of the nine strategy modules serves a distinct role at different nodes of the trade.

Phase 1: Market Assessment
Before any entry, the "Trend Direction Strategy" and "Volatility Risk Strategy" jointly evaluate market conditions. If direction is unclear or volatility is too high, entry is rejected outright.
MODULE 01 Trend Direction MODULE 03 Volatility Risk
01
02
Phase 2: Initial Entry
After the "Reversal Strategy" confirms an entry point, a small probe position is taken. Stop-loss logic from the "Stop-Loss Strategy" is concurrently set to minimize damage if the read is wrong.
MODULE 02 Reversal Strategy MODULE 04 Stop-Loss Strategy
Phase 3: Position Management (Favorable)
When the market moves in the expected direction, the "Profit Scaling-In Strategy" adds to the position in stages upon structural confirmation, amplifying the edge. Meanwhile, the "Take-Profit Strategy" begins setting scaled protective targets.
MODULE 07 Profit Scaling In MODULE 05 Take-Profit Strategy
03
04
Phase 3 (Alternative): Position Management (Adverse)
When price action diverges from expectations, the "Loss Scaling-In Strategy" adjusts cost basis while structure remains intact; the "Loss Scaling-Out Strategy" prioritizes reducing exposure when risk escalates.
MODULE 06 Loss Scaling In MODULE 09 Loss Scaling Out
Phase 4: Orderly Exit
As the trend enters its final phase, the "Profit Scaling-Out Strategy" surfaces exit signals incrementally to lock in gains. When stop-loss conditions trigger, the "Stop-Loss Strategy" surfaces the final cut signal. This completes the full trade lifecycle.
MODULE 08 Profit Scaling Out MODULE 04 Stop-Loss Strategy MODULE 05 Take-Profit Strategy
05

Core Trading Philosophy:
Manage Uncertainty, Not Predict the Future

Trading is not about predicting the future — it is about managing uncertainty.
This strategy matrix is not designed to profit on every single trade.
It is designed for long-term, consistent survival.

Not a set of indicators. A complete decision system.

QUESTION 01 Should I trade?
QUESTION 02 How much to trade?
QUESTION 03 When to scale in?
QUESTION 04 When to scale out?
QUESTION 05 When to exit entirely?
System Navigation

All System Modules

01Introduction→ 02Features→ 03Thematic Strategy→ 04Trend Direction→ 05Reversal Strategy→ 06Volatility Risk→ 07Stop-Loss / Take-Profit→ 08Scaled Entry→ 09Scaled Exit→ 10Paper Trading→ 11Broker Setup→ 12Technical Education→