Robrechtian Long-Medium Breakout Trend System

Robrechtian Long–Medium-Term Breakout Trend System
A professional, rule-based trend-following strategy designed to capture large, sustained price movements using pure price action and breakouts.
This system follows long-established trend-following philosophy: no prediction, no volatility targeting, and no profit targets. Only disciplined entries, position additions, and exits driven entirely by trend structure.

Core Principles

Breakout-driven entries: Initial positions are taken only when price breaks above/below the 80-day Donchian channel, confirming a long–medium-term trend shift.

Short-term confirmation: Breakouts must also exceed the 20-day channel, reducing false positives.

Trend-direction filter: A 50-day moving average slope filter ensures alignment with the broader trend.

Explosive bar filter: Entries avoid excessively large, single-candle expansions (>2.5× ATR(20)) to prevent chasing exhaustion spikes.

Pyramiding into strength: Additional units are added only when price makes fresh 20-day breakouts in the direction of the trend. No scaling out. No adding on dips.

Exit only on trend violation: Positions are closed exclusively when price breaks the opposite 80-day channel. This preserves unlimited upside while enforcing disciplined exits.

Pure trend philosophy: No volatility targeting, no smoothing, no discretionary overrides, no optimization for short-term performance.

Intended Use
This system is designed primarily for diversified futures portfolios, where diversification across dozens of globally liquid markets creates robustness and stability. However, it may also be used on individual assets for educational and analytical purposes.

The system embraces the core trend-following logic:

Small losses, big winners, and unlimited upside when trends persist.

⚠️ WARNINGS / DISCLAIMERS

⚠️ Warning 1 — This strategy is not optimized for single stocks

The Robrechtian Trend System is designed for multi-asset futures portfolios, not single equities.
Performance on individual tickers may vary greatly due to lack of diversification.

⚠️ Warning 2 — Trend following includes substantial drawdowns

Deep drawdowns are a normal and expected feature of all long-term trend-following systems.
The strategy does not attempt to smooth returns or manage volatility.
If you seek steady, low-volatility equity curves, this system is not suitable.

⚠️ Warning 3 — No volatility targeting or risk smoothing

This system intentionally avoids volatility-based position sizing.
Trades may experience larger fluctuations than systems using risk parity or vol targeting.

⚠️ Warning 4 — Not financial advice

This script is for educational and research purposes only.
Past performance does not guarantee future results.
Use at your own risk.

⚠️ Warning 5 — TradingView backtests have known limitations

TradingView does not simulate:

• futures contract roll logic
  
• slippage
  
• real bid/ask spreads
  
• liquidity conditions
  
• limit-up/limit-down behavior
  

Results may vary from live market execution.