← All skills
breakout-trade-planner
Use when the user has VCP (volatility contraction pattern) screener results and wants Minervini-style breakout trade plans with entry/stop/target levels and position sizing.
About this skill
Use when the user has VCP (volatility contraction pattern) screener results and wants Minervini-style breakout trade plans with entry/stop/target levels and position sizing.
SKILL.md
breakout-trade-planner.SKILL.mdPlace it in your Syntic skills folder. For Syntic Code, install in your local skills directory, review the contents and run it in a controlled environment first.
--- name: breakout-trade-planner description: Use when the user has VCP (volatility contraction pattern) screener results and wants Minervini-style breakout trade plans with entry/stop/target levels and position sizing. category: Technical version: 1.0.0 tools: [] --- # Breakout Trade Planner Generate trade plans from VCP (volatility contraction pattern) screener output, following Mark Minervini's breakout methodology: calculate position sizes from worst-case entry prices, enforce portfolio risk limits, and describe entry/stop/target order structures. ## When to Use - The user has VCP screener output and wants trade plans - The user asks for breakout entry/stop/target calculation - The user needs order-template guidance for VCP breakout candidates - The user needs position sizing with portfolio heat management ## Methodology **The Minervini Gate.** A candidate is only actionable if ALL of these hold: | Condition | Pre-breakout | Breakout | |---|---|---| | valid_vcp | True | True | | rating_band | good / strong / textbook | good / strong / textbook | | risk_pct_worst | ≤ 8.0% | ≤ 8.0% | | breakout_volume | — | True | | distance_from_pivot | — | ≤ max_chase_pct | | current_price | — | ≤ worst_entry | **Position sizing.** Size every position from the *worst-case* entry price (not the ideal signal price), so risk is never understated if the fill is worse than expected. Default parameters: base risk per trade 0.5% of account equity, max single position 10% of account, max sector exposure 30%, max total open portfolio risk (heat) 6%, target 2.0R take-profit, 1.0% stop buffer below the contraction low, max chase above pivot 2.0%, pivot buffer for the buy-stop trigger 0.1%. **Two execution modes:** - *Pre-place* — a stop-limit bracket order placed ahead of the breakout, triggering automatically if price clears the pivot - *Post-confirm* — a limit bracket placed only after live confirmation (e.g. ~5 minutes of holding above the pivot with volume), for a more conservative entry **Portfolio constraints.** Reject or defer candidates that would push single-position size, sector exposure, or total portfolio heat above the configured caps — cumulative heat across all open positions must stay under the ceiling. ## Output For each candidate, bucket into: Actionable (pre-breakout candidates ready for order templates), Revalidation (breakout-state candidates needing live confirmation), Watchlist (developing VCP setups to monitor), and Rejected/Deferred/Constrained (filtered by the Gate or portfolio limits). For each actionable order, explain signal vs worst-case entry, stop-loss placement, R-multiple target and reward-risk ratio, which execution mode applies, and the position's risk contribution to total portfolio heat.
Install
Syntic App
- 1Create a dedicated folder for this skill in your local skills library.
- 2Place SKILL.md into that folder.
- 3Restart Syntic and invoke this skill on matching tasks.
Syntic Code (CLI)
- 1Save SKILL.md in your local Syntic Code skills directory.
- 2Keep related files in the same skill folder.
- 3Run in a safe environment and validate outputs.