Break of a level, retest, trigger candle. Binance USD-M futures, top 30 by volume.
This is a map of places, not a signal.On a year of history (30 instruments, about 31,000 trades, 15m) this pattern gives −0.03R per trade before fees and −0.26R after a 0.08% round-trip fee; no month of 13 was positive. The “clear path on the left” filter and the session filter did not help.How we measure
Waiting for a trigger
The level was broken (and maybe retested). The entry candle has not closed yet.
Triggered in the last 24 hours
Entry is the close of the trigger candle, stop beyond the retest extreme, 1R target. Older rows are history, not live ideas.
Forward journal
Every trigger of the scanner (5m, 15m, 1h, 4h; all of them, not a selection) is written once, at the moment it appears, with the entry, stop and 1R target frozen. The outcome is tracked on closed candles only: a candle that touches both the stop and the target counts as the stop, no result within 300 candles is a timeout, the fee is 0.08% per round trip charged as a fee / stop size. The record starts on the day the journal was switched on and only grows forward.
The rules
Level: a box of 2–3 mixed-colour candles with overlapping bodies, from which price bounced at least 1.5 ATR.
Break: a candle closes beyond the box.
Retest: price returns to the box with small candles and does not close back through it.
Trigger: a candle in the break direction closes beyond the box again; entry at its close, stop beyond the retest extreme, target 1R.
Clear path: no more than two candle bodies between entry and 1.5R during the previous two days.
Rules are taken from a public video lecture and formalised without tuning. Candles are closed candles only; nothing is known in advance.
Level break and retest scanner: how the pattern works and what history says
This scanner looks for one classic price-action pattern on Binance USD-M futures: a level break followed by a retest. A level is a small box of two or three candles of different colours whose bodies overlap, a place where price stopped and bounced by at least 1.5 ATR. When a candle later closes beyond that box, the level is broken. Price then often comes back to the box edge from the other side. If it does so with small candles and a candle in the break direction closes beyond the box again, the scanner marks a trigger: entry at that close, stop beyond the retest extreme, first target at one risk unit (1R).
The page shows three things: levels that were just broken and wait for a retest, retests that wait for a trigger candle, and triggers fired during the last 24 hours. You can switch the timeframe (5m, 15m, 1h, 4h) and keep only setups with a clear path on the left or only the 07:00–20:00 UTC session.
The “clear path on the left” filter
The idea comes from a public video lecture: a break is more reliable when there is nothing between the entry and the target, no old consolidation and no turning point that already stopped price in the last two days. We formalised it as at most two candle bodies in the zone between entry and 1.5R during the previous 192 candles. Each row shows whether the path is clear, busy, or contains a turning point.
What a year of history says
We tested the rules, fixed in advance, on one year of 15-minute data for 30 futures, including gold, oil and stock contracts: about 31,000 trades. The average result is −0.03R per trade before fees and −0.26R after a 0.08% round-trip fee, because the stops are small. None of the 13 months was positive. The clear-path filter, the session filter and the volatility filter did not turn it into an edge, and the 1h timeframe gave −0.12R. So treat the scanner as a way to find places where the market already reacted, not as a trading signal.
How to use it
Use it as a watchlist: open the coin chart, look at the level, the volume and the context, and decide for yourself. Position size and the decision are always yours, and every number on this page is calculated from closed candles only.
Questions and answers
Is this a trading signal?
No. On a year of history the pattern has no positive expectancy after fees. The page marks places where the pattern is forming, nothing more.
What is a retest?
After a level is broken, price returns to the box edge from the other side. If the level holds as new support or resistance, the retest is followed by a move away from it.
What does “clear path” mean?
No more than two candle bodies between the entry and 1.5R in the previous two days. It is a filter from the source lecture; our test found no improvement from it.
Which markets and timeframes are covered?
The top 30 Binance USD-M futures by volume on 5m, 15m, 1h and 4h. Data is public; no account or keys are needed.
