Breakout Entry Simulator
Five entry models on one breakout — where the stop sits, what R it costs, how often it fills
Same box, same break, five ways in. Pick an entry model and slide the box height and momentum-candle size to see the stop distance in ATR, the break-even win rate for the target, and which fills the archive study in this article measured. Study base rates: E1 with a 0.25-ATR inside stop reached 1R before the stop 45% of the time and 2R 30%.
Entry model
Tight compression is under 4 ATR; the SPY afternoon example was 5.9.
How far the breakout candle closes beyond the edge. Bigger candle = wider stop for E1, tighter for E2.
"A little inside" = 0.15–0.30. At 0.05 you are at the edge and wick sweeps will hit you.
Stop distance and R are geometry — exact. Fill figures marked measured come from the archive study (8,657 M1 breakouts, 5 tickers); the rest are not measured and are labelled so.