Strategy #0000000135 · Trend and time-series momentum
Round-number order clustering
Enter level distance, trigger threshold, price direction, approach/break state and an assumed move.
FX research finds stop-loss and take-profit orders cluster near salient round numbers, potentially slowing prices near a level and accelerating them after a break. The pattern need not generalise across markets or levels. This tool uses distance, state, price direction and an assumed next move to compare fading an approach with following a break.
No live FX orders, level clustering or historical trades are loaded.
Three ways in
Understand the story. Then inspect the risk.
Start with a familiar situation, check the payoff, then test how the numbers change.
The idea · in two minutes
What scenario results from fading an approach to a round level or following a break through it?
FX research finds stop-loss and take-profit orders cluster near salient round numbers, potentially slowing prices near a level and accelerating them after a break. The pattern need not generalise across markets or levels. This tool uses distance, state, price direction and an assumed next move to compare fading an approach with following a break.
Enter level distance, trigger threshold, price direction, approach/break state and an assumed move.
No live FX orders, level clustering or historical trades are loaded.
- Input assumptionsEnter level distance, trigger threshold, price direction, approach/break state and an assumed move.
- Model outputNo live FX orders, level clustering or historical trades are loaded.
Illustrative research examples only. They are not live signals or a recommendation.
The mechanics · payoff and exposure
Signal=-sign(PriceMove) (approaching),\quad Signal=sign(PriceMove) (crossed)
Distance and direction are user inputs; the tool does not identify actual stops or take-profits in an order book.
Greeks: the directional intuition
- 模型
- Measures sensitivity to implied volatility.
- 合約
- Measures sensitivity to implied volatility.
- 執行
- Measures sensitivity to implied volatility.
Signal=-sign(PriceMove) (approaching),\quad Signal=sign(PriceMove) (crossed)
Practical context · published observations
Round-number order clustering: read the record with its caveats.
The chart uses the published figures or explicitly labelled study inputs below. A historical index or model replay is not the same as an investor’s realised account return.
No live FX orders, level clustering or historical trades are loaded. Source ↗ · Methodology ↗
Change assumptions and inspect the scenario
Inputs illustrate the strategy mechanics; they are not live quotes, forecasts or investment advice.
Variants · same family, different risk levers
Models, contract terms and implementation can change results.
Compare relevant mechanisms and execution assumptions.
| Related strategy | Relationship | What changes | New cost or risk |
|---|---|---|---|
| Base scenario | Manual inputs | FX research finds stop-loss and take-profit orders cluster near salient round numbers, potentially slowing prices near a level and accelerating them after a break. The pattern need not generalise across markets or levels. This tool uses distance, state, price direction and an assumed next move to compare fading an approach with following a break. | No live FX orders, level clustering or historical trades are loaded. |
| Conservative version | Higher cost/loss | Stress higher costs, larger losses or lower liquidity. | May lower scenario returns. |
| Validation version | Data review | Test model inputs with consistent contracts and timestamps. | Needs licensed, representative data. |
No live FX orders, level clustering or historical trades are loaded.
Read beyond the summary
References
Primary sources and research used to describe the strategy and its limits.