Disciplined Trading Analysis System

Problem: Turning Market Feel into Reviewable Plans

A common failure in trade analysis is narrating inference as fact: direction without invalidation, breakout talk without confirmation, and post-trade review that cannot identify whether the error was structure, timing, or execution. This skill targets that discipline gap by converting bullish/bearish views into testable scenario conditions.

How It Works: Conditional Analysis with Risk First

It follows a fixed workflow: define the instrument, price, timeframe, and task type, then classify market state such as impulsive, corrective, or false breakout. Key levels must cite sources, including prior highs/lows, high-volume nodes, moving averages, or structural pivots. The output then builds three paths—base, extension, and failure—each with probability, trigger, target zone, invalidation, and next observation.

Execution plans are split into breakout and pullback routes, with staged entries, stop loss, targets, position limit, and no-trade conditions. If risk preference is absent, the default is conservative, and single-plan exposure is usually capped at 20%–40% of planned capital. Predictions use a price-time-invalidation format for auditability. The quality score evaluates structure, key levels, risk/reward, invalidation clarity, and executability rather than direction.

Boundaries and Caveats

This skill does not issue unconditional buy/sell orders and is not a return guarantee. It must not invent missing volume, order-book, funding, macro, or on-chain data. Probabilities are hypothesis weights, not substitutes for invalidation. For high leverage, breakout chasing, or complex derivatives, manually verify exchange constraints, liquidity, and tail risk.