Structure shift (STRUCTURE-SHIFT)

How the setup is identified

Trades a change of character directly — the first structural break against the prevailing trend, taken as a reversal signal.

Status and evidence

−$60.42 at 30% win rate over 10 trades; its worst cell alone was −$106.88. Average loss exceeded average win, so even reversing it bleeds. Off until stop sizing is rebuilt.

What we learned

The diagnostic detail is that its average loss exceeded its average win, which means even reversing the signal would bleed. A strategy that loses in both directions is not mispositioned, it is mis-sized.

Its worst single cell was −$106.88, the largest single-cell loss in the audit. It is off until structural stop sizing is rebuilt rather than off permanently — the concept works better as a filter that prevents trades than as a signal that generates them.