Volatility Breakout · Playbook 04

IVB FaberVaale

Concepts and rules associated with FaberVaaleA Nasdaq initial-balance system combining breakout, pullback and failed-break logic with volume, VWAP and volatility confirmation.

FuturesIntraday

CONCEPT REFERENCE / FaberVaale

VERIFIED MODEL VIEWBUY MODEL

MNQ1! · 30m IVB · 5m executionIVB Strategy

Strategy Tester

TP +2.00R

SL −1.00R

ENTRY

R:R 2.00

30M IVB

IVBH

IVBL

RETEST HOLDS

BUY / LONG ↗

SETUP30M initial balanceTRIGGERBreak + pullbackSLRetest lowTP2R

PLATFORM TARGETSBuilds in development

TradingViewPine strategy

MetaTrader 5MT5 bot

NinjaTrader 8NT8 bot

01 / Strategy specification

Strategy rules.
Complete execution model.

The implementation runs on Micro E-mini Nasdaq-100 futures and builds a configurable New York initial balance before evaluating confirmed expansion, pullback and failed-break conditions. Volume participation, candle quality, VWAP bias and volatility-aware protection qualify each setup.

MODEL MAP / IVBMNQ initial balance → confirmed breakoutInitial balance · volume participation · VWAP bias

IVB HIGH

IVB LOW

COMPRESSIONORDERFLOW → BUY

TP · +2R

SL · −1R

ENTRY

R:R 2.00

01Define balance

02Close above high

03Confirm + buy

Strategy logic · entry, invalidation and objective map.

02 / STRATEGY TEST LAB

Backtest it.
Stress-test it.
Simulate it on prop.

Every test starts from the same MNQ1! trade ledger. Inspect the performance first, then test robustness and apply the exact rules of your prop account.

HISTORICAL BACKTEST · JAN 01–DEC 31, 2025

IVB FaberVaale

MNQ1! · 30m initial balance · 5m execution · New York · 09:30–16:00 ET

NET P&L+$20,634.06

TRADINGVIEW TRADE LOGMNQ1! · Micro E-mini Nasdaq-100 FuturesCME · TradingView · New York · 09:30–16:00 ET

Open research source ↗

Total P&L+$20,634.06

Return20.63%

Sharpe ratio3.30

Win rate39.22%

Max drawdown-$7,836.54 · 6.43%

Profit factor1.849

Equity curve

REPORTED CLOSED EQUITY · TRADE BY TRADE

Jan 2025AprJulOctDec 2025

Win/Loss analysis

Total trades51

Winning trades20

Losing trades31

Breakeven trades0

Average win$2,246.83

Average loss-$783.96

Largest win$10,036.56

Largest loss-$2,263.44

Risk & performance

Max consecutive wins3

Max consecutive losses6

Sortino ratio13.44

Recovery factor2.63

Average trade$404.59

Expectancy$404.59

Average favorable excursion$1,173.46

Average adverse excursion-$687.84

Research status

Strategy rulesCoded

Research terminalReady

Trade logImported

Access

GET STRATEGY BOT ↗

Research source

DeepCharts — DeepM IVB by Fabervaale. Source material and methodology documentation.

View reference ↗

IVB FaberVaale

Strategy rules.Complete execution model.

Backtest it.Stress-test it.Simulate it on prop.

IVB FaberVaale

Equity curve

Win/Loss analysis

Risk & performance

Research status

Access

Research source

Related playbooks

Strategy rules.
Complete execution model.

Backtest it.
Stress-test it.
Simulate it on prop.