█ SETUP

RUSSELL · 6H · long only.
(Context: Russell 2000 — US small-cap beta — trades with rate-sensitivity and breadth risk appetite, not a discretionary “buy the small-cap bounce” call.)

ALMA Averaging Strategy: ALMA 3 / σ2, SD band 2, min diff 1/1, 25% per bar, up to 4 adds, hard stop −10% from average entry.

Strategy Tester (RUSSELL 6H):
Win rate 76% · profit factor 2.8 · max drawdown 20%
Avg winning trade +2.5% · avg losing trade −2.3%
Typical hold ~29×6H bars on winners — small-cap mean-reversion grid on the 6H Averaging template · 306-trade sample

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█ WHY NOW

Fresh 6H ALMA long on the 6 Aug 05:00 UTC bar ~3020.6 — lot 1 of 4 on this template.

Bar-close arm into a small-cap chop, not a size-up on a breadth headline. Hard stop −10% from fill ~2719. Exits follow Pine ALMA flip + min diff or the hard stop. Scale-in stays 25% per bar, up to 4 adds, if lower bars qualify. Mark ~3002–3005.

Sister 8H Averaging lots from mid-Jun remain open on a separate template (different WR) — this Idea tracks the **6H** clock only.

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█ MACRO

Sector: Russell 2000 = US small-cap complex — beta to rate-cut odds, regional-bank/credit tape, and market breadth vs Mag7 leadership.

Tape (5–6 Aug): early-Aug rebound tape with mixed breadth; 4H board tagged bull FVG enter ~3008 with a same-bar bear raid — two-way housekeeping into the fill. Execution is 6H ALMA Averaging on the fill bar — not a Fed-path or small-cap rotation forecast.

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█ OUTLOOK

Positive factors
- Tester: 76% WR · PF 2.8 · avg win +2.5% vs avg loss −2.3% (avg RR 1.1) · 306-trade sample — hit-rate edge with tight typical swings and bounded −10% stop
- EMA — HTF still Above: 4H Above · Cur L:25 vs Avg L:13.2 · 1D L:4 vs 13.4 · 3D L:36 vs 10.7 · 1W L:59 vs 14.9 — slow clocks still long-side structure under the Idea
- ALMA — 3D / 1W long: 3D LONG · L:2 vs LAvg:3.4 · 1W LONG · L:1 vs LAvg:3.9 — slow ALMA not flipped against the 6H long
- SMC — 4H bull FVG tagged: FVG Enter Bull ~3008 (6 Aug 15:00) near the arm — demand inefficiency into the session

Negative factors
- Avg RR only **1.1** — payoff skew thin vs fat-tail crypto/equity grids; edge is hit-rate, not home-run size
- ALMA — 1H OVERHEAT-S / 4H–1D SHORT: 1H SHORT · S:5 vs SAvg:2.4 · OVERHEAT-S · 4H/1D SHORT young — LTF/execution-adjacent clocks press against the fresh long
- SMC — two-way 4H: same bar FVG Raid Bear alongside bull FVG ~3008 — chop, not clean expansion
- SMC — daily bear OB history: 1D bear OB ~3046 (3 Aug) still overhead as first ceiling
- Mark already slightly soft vs ~3021 fill; first lot only
- Open 8H sister (separate WR68 template) = correlated Russell beta, not diversification
- No VWAP Touch row — no Active Support/Resistance levels here

Takeaway: the 6H ALMA strategy and 76% WR support a disciplined first-lot arm near ~3020 with HTF still Above EMA and a tagged 4H bull FVG, but thin 1.1 avg RR, 1H ALMA OVERHEAT-S, same-bar bear raids, and daily bear OB ~3046 cap upside into a small-cap chop grind — not a clean breadth trend leg; nominal risk stays on the −10% hard stop / Pine exit path.

Base case: 6H ALMA holds · digest toward ~3040–3050 if breadth stabilizes · adds only on qualifying lower closes.

Bear case: lose the ~3000–3020 pocket · 6H ALMA flips · −10% from ~3021 toward ~2719 · rates/breadth gap through the index book.

Chart: RUSSELL 6H — ALMA Averaging Strategy.

Educational idea. Live position — past backtest ≠ future results. NFA.