Double Bottom Reversal (DB) (pa-double-bottom)
Verified across 54 commodity and index futures contracts (2015–2026) under strict bar-by-bar causality: Double Bottom Reversal (DB) is a core Reversal setup with 2,814 historical trades across 32 varieties, achieving an empirical Profit Factor of 0.87 and mathematical expectancy of -0.15R per trade.
Double Bottom Reversal (DB) (pa-double-bottom) Standard Candlestick Trigger & Risk Schematic
- ✓ Double Bottom Reversal (DB): twin retests of support establishing a concrete horizontal floor.
- ✓ Bottom 2 frequently stages a spring trap, absorbing residual supply and validating the base.
- ✓ Buy on break of DB signal bar and neckline; measured target matches the pattern vertical range.
Read Full Playbook: Double Bottom Reversal (DB) (pa-double-bottom) Microstructure Causality & Risk Model
Explore the complete 10-year empirical backtest attribution, 4-stage deterministic finite state machine, Trader's Equation mathematical expectancy, and Al Brooks Price Action auction mechanics for Double Bottom Reversal (DB).
Structural Context & Signal Bar
Identify Double Bottom Reversal (DB) in alignment with the 20 EMA and prevailing Always-In direction. Require a decisive signal bar close and avoid trading inside overlapping Barbed Wire chop.
±1 Tick Stop Entry & Risk Control
Enter via a Stop order 1 tick beyond the signal bar extreme. Place the initial structural stop beyond the setup pivot extreme, sizing within Half-Kelly (1%–2% account risk).
Measured-Move Target & 4-Stage Trail
Scale out 50% at 1R and move the remaining stop to breakeven. Trail the swing portion behind subsequent Major Higher Lows / Lower Highs to capture the 2.38:1 payoff profile.
Top Resonant Futures Varieties for "Double Bottom Reversal (DB)" (6 Symbols)
Related "Reversal" Price Action Setups
Empirical FAQ: Double Bottom Reversal (DB) (pa-double-bottom)
Q1: What is the 10-year empirical win rate, payoff ratio, and profit factor of Double Bottom Reversal (DB) (pa-double-bottom)?
Across 54 futures contracts (2015–2026) under bar-by-bar causality, Double Bottom Reversal (DB) (pa-double-bottom) generated 2814 closed trades with a 25.2% win rate, 2.38:1 average payoff ratio, 0.87 profit factor, and -0.15R mathematical expectancy per trade.
Q2: Which futures variety shows the strongest resonance with Double Bottom Reversal (DB)?
Empirical attribution identifies CZCE.TA as the top-performing variety (Profit Factor 3.4x), alongside high-liquidity US equities/ETFs (NVDA, QQQ, SPY) on the 5-minute timeframe.
Q3: How should I set the entry trigger, protective stop, and Half-Kelly position size for Double Bottom Reversal (DB)?
Follow the 5-step causality protocol: place a Stop order ±1 tick beyond the signal bar extreme; set the initial protective stop beyond the setup pivot extreme (-1.0R); scale out 50% at +1.0R and move stop to breakeven. Theoretical Half-Kelly allocation is 0% (1%–2% practical per-trade risk).
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1. Post-Market Quantitative Research Tool Only: All charts, win-rate statistics, 5-step causal chains, and .json sessions exclusively analyze completed historical K-line bars; 2. No Investment Advice: MarketSightAI does not provide live trading signals, financial advisory, or asset management services; 3. 100% Risk Assumption: Past statistical performance never guarantees future results—you are solely responsible for your own trading decisions.
Bar-by-Bar Lifecycle Workbench
Explore 15 built-in historical WorkbenchSession samples with bar-by-bar blind replay, Dual-Window HUD, and local JSON import.
- ✓ Covers 6 tactical schools (Al Brooks PA / Langzhu / FangFangTu / Ouyang / Ross Mom & Options)
- ✓ Reconstructs the 5-step causal chain (Context ➔ Anatomy ➔ Setup ➔ Plan ➔ Bar N+1 Watershed)
- ✓ Bar-by-Bar Blind Replay hides future bars to test real-time price action reading
54-Variety × 47-Setup Matrix
Built on strict bar-by-bar causal backtests (2015–2026) across 54 futures contracts and 47 Price Action setups.
- ✓ Win rate, payoff ratio, and Profit Factor leaderboard across 47 PA setups
- ✓ 54 futures variety DNA profiles mapping top win-rate & top PF setups
- ✓ Interactive Trader’s Equation & Half-Kelly position sizing calculator
Multi-Asset Portfolio Attribution
Strictly aligned to 15:00 physical close timestamps with zero lookahead bias across ETF rotation and CTA portfolios.
- ✓ 8 core institutional risk metrics (CAGR, Sharpe, Sortino, Calmar, Max DD)
- ✓ Interactive excess NAV curve vs. benchmark & underwater drawdown chart
- ✓ Transparent archive of historical rebalancing logs and factor rationales
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If you have deeper requirements—such as custom symbol/date WorkbenchSession JSON compilation, multi-school attribution, or research collaboration—reach out via email.
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.jsonsessions for specific completed trading days - ✓ Multi-School & Algorithmic Exchange: Deep-dive discussions on 5-step causality and empirical backtesting
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