Whenever $$BTC rises, other coins rise too but $ZEC has the best increase

I had already finished complaining to my friends about this week’s market, but now I have to take it all back. A bit awkward. A few days ago, I checked $AKE before bed. It held after the pullback, buying pressure strengthened, and I told those in long positions not to panic—the bottom was forming without a breakdown. From 0.0101698 to 0.0712775, unrealized profit reached +14751.72%. Those on board should be waking up laughing. Take 80% off the table first, and protect the remaining 20% at the entry price. Put the bulk of the profits in your pocket, and let the profits run if it keeps surging. Don’t get inflated by profits, and don’t despair over pullbacks. The market specializes in humbling all kinds of overconfidence, especially those who think they’re the smartest. For those who haven’t gotten on board yet, take it from me: chasing entries makes it easy to get stuck at the top. Wait for the next shot—I’ll give the alert immediately. There are still opportunities, so don’t rush. $SNDK $BTC

$BTC wider stop made our results look better and our edge disappear Stop width is usually argued as a matter of taste. Tight stops for people who like precision, wide stops for people who like breathing room, and somewhere in the middle a compromise nobody can defend with a number. It is not a matter of taste. Stop width sets two things at once, and they move in opposite directions. The first thing it sets is your bill If your size comes from your risk, and it should, then size is the risk budget divided by the stop distance. Halve the stop and you double the position. Double the position and you double every fee you pay on it. Written as a fraction of the risk you took, the fee is simply the round trip cost divided by the stop distance. On this sample, with a stop measured in ATR and a round trip cost of 0.0967 percent read off thirty five real fills: half an ATR of stop costs 0.070 R in fees one ATR costs 0.035 R two ATR costs 0.018 R three ATR costs 0.012 R Nothing about the trade improved when the stop widened. The invoice shrank, that is all. So we swept it, with a control Five thousand nine hundred and ninety stamped four hour setups across seventy three symbols. Each one replayed forward twelve bars, which is forty eight hours, against every combination of stop width and target distance. Bars where price could have touched both sides were resolved as losses, which is the conservative choice. Then the same grid was run on random entries, on the identical bars. That is the part that matters. A grid with no control tells you what the market did. A grid with a control tells you what you did. The widest stops produced the best numbers At a three ATR stop with a one and a half ATR target, the setups netted plus 0.077 R per trade after fees. That is the best cell on the board, and it would be the obvious conclusion of any sweep run without a control.