Turtle Multi-Market Strategy

Turtle Multi-Market Strategy is a breakout trend-following approach designed to stay aligned with the dominant market direction and participate only when price proves it has enough strength to escape consolidation.

1. Core idea
This strategy treats trends as permission and breakouts as proof.
The market must already show a clear directional bias before any trade is considered. Only when price is consistently positioned on the correct side of the dominant direction does the strategy become active. This avoids engagement during random price movement and low-quality conditions.

2. Entry logic
Trades are initiated only when price demonstrates expansion beyond a well-defined recent range, signaling that the market may be transitioning from consolidation to directional movement.
An optional confirmation behavior can be used to avoid reacting to isolated spikes. In this case, the strategy waits for additional price acceptance beyond the breakout area before committing, favoring reliability over immediacy.

3. Trend quality filter
The strategy can optionally require evidence of genuine trend strength before allowing entries. When this filter is active, breakouts occurring in weak or indecisive environments are ignored. This helps reduce exposure during sideways markets where breakouts are more likely to fail.

4. Risk and position sizing
Risk is handled dynamically. Trade size adapts to current market volatility so that risk remains proportional across different instruments and volatility regimes. This makes the strategy suitable for use on crypto, commodities, indices, and forex without manual recalibration for each market.

5. Exit and trade management
Exits are protective and progressive.
A protective stop defines the initial risk and then adjusts as price moves favorably. As the trend develops, the stop follows price action, aiming to lock in gains while still allowing room for natural pullbacks.
An additional safety mechanism can be enabled to exit if the market decisively re-enters the long-term equilibrium zone. This reduces exposure during sharp reversals but may also shorten otherwise valid trends.

6. How to use it
This strategy is best applied to liquid markets where sustained trends can emerge and where breakouts carry informational value, such as major crypto pairs, gold, indices, and liquid forex pairs.
It performs best during transitions from consolidation to expansion and during trending phases. It is not designed for mean-reverting or range-bound environments.

7. Practical workflow
Apply it on higher intraday or swing-oriented timeframes.
Keep the trend strength filter enabled in mixed or uncertain market conditions.
Use confirmation on instruments prone to false breakouts or during news-sensitive sessions.
If price repeatedly fails to sustain movement and returns to equilibrium, standing aside is part of correct execution.

8. What to expect
Expect fewer trades rather than constant activity. Many positions will end with small controlled losses, while profitable trades tend to come from sustained directional moves. The edge lies in participation during expansion phases, not in high win rates or frequent signals.