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Strategy Library / Trend Breakout Blueprint

MES Donchian 20 Breakout Long 3R - Risk On To Neutral Middle

A public playbook for the MES Donchian 20 Breakout Long 3R - Risk On To Neutral Middle Strategy Lab published edge.

19 trades / 57.9% win / 3.49 profit factor / +7.19 avg pts.

MES New York 1m Chart Long Setup regime_to_entry_pressure+first30_close_location=risk_on_to_neutral+middle 19 Trades
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Trades 19 Saved Strategy Lab published edge
Win Rate 57.9% Wins over resolved sample
Profit Factor 3.49 Gross win / gross loss
Total Points +136.68 MES points captured
Avg Trade +7.19 Average points per signal
Annotated Setup Chart MES / 1m Chart / New York
Annotated MES Donchian 20 Breakout Long 3R - Risk On To Neutral Middle setup chart
Generated setup chart based on saved strategy anatomy and research stats, not a trade recommendation.
Research-backed Real stats Rule based Context filtered Live alert ready

What This Setup Is

A Turtle-style long breakout that waits for price to accept beyond the 20-bar Donchian channel.

Why It Fires

The channel turns recent range structure into a simple decision line. Acceptance outside the 20-bar boundary can start expansion.

Exact Trigger Checklist

  • Chart: MES 1-minute bars during the New York setup window.
  • Build the pattern before entry; do not label it after the move has already worked.
  • Required filter: regime_to_entry_pressure+first30_close_location=risk_on_to_neutral+middle.
  • Go long only after the trigger confirms and acceptance holds.
  • Use the tested 3R model and invalidate below the setup zone.

Good Conditions

  • The channel forms from real compression rather than one random wick.
  • The channel boundary is visible before entry.
  • Follow-through expands after the break.
  • The filter bucket supports trend continuation.

Avoid Conditions

  • Price breaks the channel and immediately snaps back inside.
  • The channel is too wide to support the tested stop model.
  • The break fires directly into a major opposing level.
  • The market is already exhausted before the channel break.

Setup Anatomy

Market context filter chart anatomy for 20-Bar Channel Step 01
1 20-Bar Channel Build the Donchian channel before the trigger.
Channel breakout chart anatomy for Breakout Step 02
2 Breakout Price accepts above the channel high.
Continuation path chart anatomy for Expansion Step 03
3 Expansion The setup looks for upside continuation toward the 3R model.
Alert Readout

Tier 2: MES Donchian 20 Breakout Long 3R - Risk On To Neutral Middle. A Turtle-style long breakout that waits for price to accept beyond the 20-bar Donchian channel. Filter: regime_to_entry_pressure+first30_close_location=risk_on_to_neutral+middle. Research sample: 19 trades, 57.9% win, 3.49 PF, +7.19 avg pts.