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Strategy Library / Trend Breakout Blueprint

MNQ Donchian 20 Breakout Long 3R

A public playbook for the MNQ Donchian 20 long breakout with risk-on-to-neutral pressure and normal prior volatility.

32 trades / 40.6% win / 2.40 profit factor / +26.59 avg pts.

MNQ New York 1m Chart Long Setup regime_to_entry_pressure+prior_vol_regime=risk_on_to_neutral+normal 32 Trades
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Trades 32 Saved Strategy Lab shortlist
Win Rate 40.6% Wins over resolved sample
Profit Factor 2.40 Gross win / gross loss
Total Points +850.88 MNQ points captured
Avg Trade +26.59 Average points per signal
Annotated Setup Chart MNQ / 1m Chart / New York
Annotated MNQ Donchian 20 Breakout Long 3R 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 faster Turtle-style long breakout that waits for MNQ to break a 20-bar channel high after the pressure map shifts from risk-on toward neutral.

Why It Fires

A shorter Donchian window catches earlier expansion. When prior volatility is normal and pressure is not hostile, the break can continue cleanly enough for a 3R model.

Exact Trigger Checklist

  • Chart: MNQ 1-minute bars after the 20-bar channel is formed.
  • Mark the rolling Donchian 20 high and low.
  • Require regime_to_entry_pressure+prior_vol_regime=risk_on_to_neutral+normal.
  • Go long only after price accepts above the 20-bar channel high.
  • Risk model: channel invalidation or tested structure stop, 3R target.

Good Conditions

  • The channel forms from real compression rather than one random wick.
  • Pressure map shifts from risk-on toward neutral without turning hostile.
  • Prior volatility is normal and not already exhausted.
  • The breakout holds above the old channel high on the first retest.

Avoid Conditions

  • Price breaks the channel and immediately falls back inside.
  • The channel is too small to matter or too wide to trade cleanly.
  • Volatility is abnormal versus the saved filter bucket.
  • The break is directly into a major resistance shelf.

Setup Anatomy

Market context filter chart anatomy for Compression Step 01
1 Compression The 20-bar channel defines a tight reference range.
Channel breakout chart anatomy for 20-Bar Break Step 02
2 20-Bar Break 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 1: MNQ Donchian 20 Breakout Long 3R. A faster Turtle-style long breakout that waits for MNQ to break a 20-bar channel high after the pressure map shifts from risk-on toward neutral. Filter: regime_to_entry_pressure+prior_vol_regime=risk_on_to_neutral+normal. Research sample: 32 trades, 40.6% win, 2.40 PF, +26.59 avg pts.