A breakout records a crossing of a predefined boundary. Crossing, filling an order there and subsequently appreciating are separate events. A new high does not prove that resistance disappears or every holder is profitable; purchase prices and corporate actions differ.
One bar, three signals
With a hypothetical pivot of 100, high 103 and close 99, an intraday-crossing rule signals while a closing-crossing rule does not. A next-day close of 101 signals later. A weekly-close rule waits until that week's close. Mixing these rules makes a reported success rate unreproducible.
A gap changes R
Entry 100, planned exit 95 and target 110 imply 2R before costs. An actual next-session entry at 104 leaves risk of 9 and reward to 110 of 6: about 0.67R. See the SEC's order-type guide for execution mechanics.
Additional observations are not validated outcomes
Higher volume, eight conditions and stronger TSS add observations. This site has not measured the future breakout win rate for that combination. It cannot establish that TSS above 59 improves win rates or that VCP is the most reliable signal. Of 523 U.S. passers on 2026-10-02, 95 fell that day: qualification did not guarantee daily gains.
Design a success-rate investigation
Fix pivot detection, volume windows, order timing, exit conditions and observation horizon. Include failed breakouts, delistings and costs. Retrospectively selected chart-peak advances in the model book are not realized trading returns.
Data and corrections
See the methodology for calculation rules and the 2026-10-02 signal-disagreement study for the frozen sample. Report a date and URL through contact when you find an error.