Trading Guides
Practical guides on trading rules, discipline, and backtesting — written to be actually usable, not just read. Free and public.
Stock Signal Tools Compared: Charting Alerts vs Broker Conditional Orders vs a Spreadsheet vs a Rules Engine
Four tools retail investors use to decide what to trade each day, compared on scope, triggers, outcome tracking, rules-vs-discretion attribution and maintenance cost. Includes one breakout scenario run through all four, and when you don't need a rules engine at all.
Read →How to Backtest a 20-Day Breakout Strategy: Rules, Sample Size and Expectancy
A start-to-finish walkthrough of backtesting a 20-day new-high breakout: writing the true-breakout rules, why win rates are low, how to read win rate, profit factor, drawdown and expectancy, the effect of slippage and stop width, plus the full strategy JSON.
Read →How to Use ADX to Filter False Breakouts (Thresholds, Pitfalls and a Ready-Made Rule)
ADX measures trend strength, not direction, which makes it a filter rather than a trigger. Learn the reading bands, why the lag is acceptable, how to pair it with a 20-day breakout and a volume check, what it gets wrong, and a rule set you can backtest right away.
Read →Hong Kong Stock Trading Fees Explained: Stamp Duty, Platform Fees and a Full Round-Trip Example
Every fee on a Hong Kong stock trade, who charges it, and whether it hits the buy, the sell or both: stamp duty, SFC and AFRC levies, HKEX trading fee, CCASS settlement, commission and platform fee. Includes a full 1,000-share round-trip example, break-even by order size, and how to enter your broker rates in Stock Compass.
Read →A Trading Journal Template: The 9 Fields to Record per Trade, and How to Review Them Monthly
Most trading journals die from too many fields and no review loop. Here is the minimum template: 9 fields per trade, the one column that matters most, a 5-question monthly review, and a worked example from open to close.
Read →Moving-Average Alignment Plus Volume: Turning a Classic Setup into One Complete, Backtestable Buy Rule
Bullish MA alignment (MA5 > MA20 > MA50) alone fires late and every day. Learn how a volume confirmation, a not-extended guard and a pre-written exit turn it into one complete, backtestable buy rule, with the full Stock Compass strategy JSON.
Read →Hold Through Earnings or Sell Before? Decide With a Rule, Not a Guess
Earnings day is a different risk regime: the price gaps overnight and a stop-loss cannot protect you. Three rule-based approaches to earnings week, a worked sizing example (2% budget ÷ 8% historical move = 25% cap), and how to set a buy guard and exit rule with days_to_next_earnings.
Read →Sector Rotation and Relative Strength: How a Retail Investor Uses Sector Strength to Filter Buys and Cap Concentration
Relative strength is a stock or sector return minus its index over the same window, not RSI. This guide explains why breakouts in strong sectors start from better conditions, how to read a sector table (returns, breadth, new highs), how rotation shows up, and a worked example of a 6-position portfolio at 42% in one sector rebalanced under a 30% cap.
Read →How to Set Take-Profit and Stop-Loss for HK/US Stocks (the 10%/5% Rule)
Take-profit and stop-loss are two numbers you write before you buy, not a gut feeling. This covers fixed-percent, technical-level and ATR stops, fixed/trailing/scale-out targets, why a 5% stop is too tight for a 3%-ATR stock, and how to combine it all into one backtestable rule.
Read →Never Risk More Than 5% Per Trade: Position Sizing and Stop Math
What decides survival isn't what you buy but how much. This explains the "risk 1%–2% of capital per trade" rule, the shares = capital × risk% ÷ (entry − stop) formula, a worked HKD example, losing-streak math, and how sector concentration stacks risk.
Read →How to Backtest Your Own Trading Strategy (Without Coding)
"Feels like it works" isn't evidence. The four numbers a backtest should give you (win rate, profit factor, max drawdown, Sharpe), the expectancy formula with a worked example, lookahead and survivorship bias, sample size, out-of-sample checks, and how to run it without code.
Read →Turn Your Stock-Picking Logic into Buy Rules: Moving Averages, ADX, Breakouts
"Enter once it holds the average," "buy the breakout" — these instincts translate into executable, backtestable rules. This guide covers moving averages, ADX and breakouts, a translation table from spoken logic to indicator thresholds, how AND/OR change signal counts, and why every buy rule needs a paired exit.
Read →How to Stop Chasing the Market: 3 Ways to Replace Emotion with Rules
Chasing rallies and dumping selloffs is the brain's default, not a character flaw. A worked example of what buying the +8% day actually costs, three ways to replace emotion with rules, a cooling rule that blocks over-extended entries, and how a trade journal makes every chase visible.
Read →HK/US/CN: What to Buy, Add, Trim or Exit Today — Using a Daily Signal Checklist
Most tools give you quotes but never answer "which name should I act on today." This explains how a signal checklist runs your rules across your watchlist, prioritizes exit > trim > add > buy > watch, when signals are computed, how T+1/T+5/T+10 scores and follow rate work, and why it's a scanner, not a command.
Read →Why You Can't Actually Execute Your Stop-Loss (and How to Fix It)
You know you should cut losses but freeze when it's time. The problem isn't the method, it's execution. Here's the psychology behind it, a worked example, and how to turn stop-loss discipline into a daily checklist.
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