Three signals must agree at once: a lower band breach, volume at 1.5 times the time-of-day average, and a momentum divergence. Any two of the three is not a trade.
Four filters can cancel it regardless: earnings within two trading days, an overnight gap above 5 percent, a spread wider than 0.10 percent, or the broad market down more than 0.75 percent.
The stop is 1.5 times recent volatility, floored at 0.8 percent and capped at 2.5 percent, with the target set at twice the stop distance before entry.
Everything is flattened at 3:40, with two independent verify jobs at 3:45 and 3:50 behind it. No position is ever carried overnight.