Stop changing the rules inside the same sample.
Signal Bridge preserves the strategy identity behind every result. Setup rules, indicator version, settings, evidence stage, and forward observations stay attached so a later change cannot quietly rewrite what an earlier backtest or trading session actually tested.
A strategy change creates a new identity—not a new excuse.
The sample only means something when the tested rules are known. Signal Bridge keeps the exact before/after boundary visible.
Location gives the setup. Context gives permission. Price gives the trigger.
A clean strategy separates those jobs instead of treating every indicator, level, or candle as a standalone signal.
Location
Where is price reacting? Opening-range levels, prior highs/lows, session extremes, equal highs/lows, VWAP, FVGs, support/resistance, or another predefined area.
Context
What is the market doing around that location? Higher-timeframe structure, session behavior, trend alignment, volume, volatility, correlations, and news can all change setup quality.
Trigger
What makes the trade actionable now? Reclaim, rejection, displacement, market-structure shift, engulfing body, wick rejection, breakout, pullback, or another defined confirmation.
Invalidation
Where is the thesis wrong? Failed reclaim, acceptance through the level, opposite-side structure break, volatility stop, or another predefined risk boundary.
Different strategies can share the same decision framework.
These are setup families and research frameworks — useful starting structures that can be turned into a ruleset, backtest, or discretionary playbook.
Break & Retest
Build a defined opening range, wait for price to leave it, then evaluate the boundary or midpoint response instead of blindly chasing the first breakout.
- Location
- Range edge / midpoint
- Trigger
- Retest / reclaim / rejection
- Main risk
- False breakout / chop
Sweep + Reclaim
Price trades through a prior or session high/low, takes the obvious liquidity, then fails to accept beyond it and reclaims the reference.
- Location
- Prior/session liquidity
- Trigger
- Failure + reclaim
- Main risk
- Calling every wick a sweep
FVG / Imbalance Reaction
Fair value gaps and other imbalance areas can define locations where price may revisit, react, or continue. The setup still needs a defined response at the area.
- Location
- Imbalance / FVG
- Trigger
- Reaction / displacement
- Main risk
- Over-marking zones
MSS / Displacement
A decisive move or short-term market-structure shift can be used as confirmation that control has changed after a sweep, pullback, or level reaction.
- Location
- Key level / pullback
- Trigger
- Structure break + follow-through
- Main risk
- Defining noise as structure
Session Liquidity Rotation
Asia, London, New York, prior-day, and overnight highs/lows can frame where price is positioned and which external reference may become the next objective.
- Location
- Session high / low
- Trigger
- Sweep, hold, or continuation
- Main risk
- Assuming every level must trade
Pullback Continuation
Use higher-timeframe or intraday trend context, wait for a pullback into a defined area, then require renewed momentum before joining continuation.
- Context
- Trend / VWAP / EMA
- Trigger
- Hold + renewed momentum
- Main risk
- Buying late exhaustion
RVOL + Correlation Filter
Relative volume and correlated-asset behavior can be tested as additional filters around an otherwise defined setup rather than being mixed into entry logic without attribution.
- Role
- Context / confirmation
- Test
- On/off comparison
- Main risk
- Redundant filters
Pass / Stand Aside
A strategy is incomplete if it only defines entries. Oversized ranges, conflicting context, double-sided chop, major news risk, or failed confirmation can all be explicit pass conditions.
- Role
- Protect opportunity quality
- Output
- WAIT / PASS
- Value
- Measurable no-trade data
Give every confirmation one clear job.
Stacking multiple tools only helps when they contribute different information. A useful strategy can explain whether each input is location, bias, context, trigger, risk, or target.
Frames whether the larger auction is trending, reversing, or balanced.
Objective references for where price is positioned and where liquidity may cluster.
Intraday volume-weighted reference for judging acceptance above or below the session mean.
Moving-average alignment can describe trend direction and pullback structure.
Marks an area of fast one-sided movement that may later be revisited.
Shows price traded through an obvious high or low and may now be testing acceptance.
Evidence that short-term control may have shifted or continuation has reasserted.
The immediate price response that can turn a watched location into an actionable setup.
Measures whether current activity is elevated or muted relative to a chosen baseline.
ES/NQ or another related market can be tracked for confirmation, divergence, or conflicting behavior.
Turn a setup into a versioned system you can compare.
The private Strategy Lab is the working member layer: create the strategy identity, save new versions instead of overwriting old rules, and keep the evidence stage explicit as the sample grows.
Define
Market, session, setup, trigger, invalidation, target, risk, filters, and pass conditions.
Version
Save changes as a new version so the current rules never overwrite the history that produced earlier results.
Test
Keep backtests, replay notes, screenshots, and component comparisons tied to the version being evaluated.
Forward review
Link live or paper journal entries back to the strategy version and compare what happened after the change.