Playbooks

Breakout or Fade: Choosing at a Level

Every marked level offers two opposite trades, and choosing correctly between the two depends on conditions a trader can check before price ever arrives.

How do you decide whether to fade or trade the break?

The gamma regime decides the default. Positive gamma favours fading the level and negative gamma favours trading the break. The Obsidian desk then checks whether the level held its open interest overnight, because a decayed level breaks far more easily than the chart suggests.

What signals favour a breakout over a fade?

Breakouts are favoured when the underlying trades below the gamma flip level, when the level lost open interest overnight, when a genuine catalyst is driving the session, and when price has already tested that same level twice without ever being rejected cleanly from the level.

What signals favour a fade over a breakout?

Fades are favoured when the underlying trades well above the gamma flip level, when the level gained open interest overnight, when no catalyst is scheduled inside the holding window, and when price arrives at the level already stretched well beyond the session opening range.

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