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Test it yourself · our chart, our data Break of Structure smart money’s core idea
Strategy byTradingBiteour test of a common smart-money idea
1,040 sessions · 2022-07-11 to 2026-09-17 · 5-min bars · confirmed swings
Tested and published by TradingBite Research·Updated 06 October 2026·How we test, and who we are·Tell us we got it wrong
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swing high swing low 5m candles
day 1 —
SESSION MEASURED
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Stop Target Window   points. Every combination we tested lost money.
Pick any stop and target above. Watch the win rate settle on stop ÷ (stop + target) — what a coin flip pays. If your setup added information, it would beat that line. Drag to pan; scroll or the time axis zooms; double-click resets.
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Right now —
Signal
waiting
No structure broken yet in this window.
Your trading
trades
0
win rate
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total
$0.00
per trade
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tested avg
$-0.83
Every one of the 42 stop/target settings lost money. Change them above and watch the win rate track the coin-flip line.
The strategy frozen rules
  1. Work on 5-minute bars.
  2. A confirmed swing high is a bar whose high beats the 3 bars on both sides. It is only confirmed once those right-hand bars have printed — you never know it early.
  3. Long when a bar closes above the most recent confirmed swing high. Short when one closes below the confirmed swing low.
  4. Enter at that bar's close. One trade per structure break.
  5. Stop and target in points, your choice from the tested grid.
  6. Flat when the session window ends.
  7. Our choices, not a rule anyone gave: a swing needs 3 bars on each side (not varied); the replay covers New York hours only, so the London window (03:00–08:00) from the original spec is not replayed here.
Timeframe5-minute bars
Swing3 bars either side, confirmed
Triggera close beyond the swing
Entrythat bar's close
Stop / targetyour choice, in points
Windows09:30–11:30 · 11:30–16:00
Verdictrejected — 0 of 42 settings profitable
Your test 0 / 20
Trade 20 sessions and we will tell you what your test proves.
Your trades this session onward
Take a trade when a level is touched.
You against a coin flip
Your running average
trades
0
coin flip
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you win
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difference
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per trade
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What we found over 1018 sessions

Across 4011 structure breaks in the afternoon window and 820 in the morning, every one of the 42 stop and target combinations lost money. The best still gave $-0.83 a trade.

The reason is in the win rates. They land on stop ÷ (stop + target) — exactly what a driftless coin flip pays — in every window we measured. A 20-point stop with a 20-point target wins about half the time. A 10-point stop reaching for 120 wins about one in thirteen. Both are what you would get from a random entry.

Gross edge before costs was about −$1 a trade. The commission is the entire loss: 14,991 signals at $3.00 is roughly $45,000 paid for a coin flip.

The one-line version anyone can run on their own results: if your win rate equals stop ÷ (stop + target), your setup is contributing nothing. Change the stop and target above and watch it hold.

Where this comes from the claim, before the test
SourceNo single author to credit: break of structure is the common core of smart-money and ICT teaching. We took the strictest reading of it - confirmed swings only, body closes only - so it could not be dismissed as a strawman, then tested every stop and target combination.
What it claims
The ideaprice breaks the last swing, then continues
Confirmationa body close beyond the level, not a wick
Where it is taughtmost smart-money and ICT material
Stop / targetnever specified - so we tested 42 combinations
Costs includedalmost never mentioned

Everything above is taken from the source and frozen. The chart tests those exact words — nothing added, nothing softened.

Journal — your saved sessions 0 saved
Your test · complete

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You against the rules

How your trades ended

Which line you traded

Something look wrong? Or want to ask about this test?

If a number here looks off, the chart misbehaves, or you think the rules were coded wrong — say so. Pages on this site have shipped with real mistakes and been corrected. The links below fill in what you were looking at, so the report is actually fixable.

REPORT A PROBLEM ASK ABOUT THIS STRATEGY “YOU CODED THE RULES WRONG”

How this was produced

The rules come from the teacher's own public video or write-up — or, for a textbook method or our own research, the page says so. They are coded as stated and run over years of futures data from a commercial market-data vendor, with commission charged on every trade; slippage is not modelled. Where a teacher gives no number, every value in the plausible range is tested and all of them are shown — not only the best one. Each page states the market, the period, the sample and the costs used.

Written with software. The tests are code, and the code and much of the writing were produced with AI assistance. Every result comes from that research code. The words around the numbers are written from those results — if you find one that disagrees with its own numbers, tell us and it gets fixed.

If a number here is wrong, say so. Email hello@tradingbite.net with the page and what you think is wrong. If a teacher believes their rules were read incorrectly, tell us how they should be read and we will re-run the test and publish the result, whichever way it goes.

This is not advice. These are tests of publicly taught methods on historical data, published so you can check them yourself. Past results do not predict future results. Trading futures can lose you more than you put in. Terms and full disclaimer ›