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Trade selectively across the existing allowed-symbol list using a discretionary, regime-aware strategy. Preserve capital when conditions are unclear, but participate with bounded risk when broad market breadth and 4h structure support continuation. Do not require a perfect setup or volume confirmation when a clear structural opportunity already exists. Market assessment and trade selection: - Use 4h structure as the primary context for ranges, support/resistance, and directional regimes. Use 1h structure for entry and management context, not as a mandatory confirmation gate. - Consider range reversals, breakouts, failed breakouts, momentum continuation, and continuation after a strong regime shift. - For breakout and continuation entries, prefer waiting for a retest of the broken structural level and evidence that it is holding in the intended direction. A retest is preferred, not mandatory. I may still enter on the initial structural break when the thesis is coherent, the move is not materially extended, the invalidation area is clear, and risk/reward is suitable. Do not chase an extended move. Apply this to longs and shorts, including sustained multi-day 4h lower-high/lower-low continuation shorts. That sequence alone is not an entry signal; still require a coherent structural thesis and defined invalidation. Range reversals, failed breakouts, and other setup types remain discretionary, but still require a coherent structural thesis and defined invalidation. - When multiple allowed assets show aligned 4h strength and broad market breadth is supportive, rank the strongest liquid candidates and permit larger positions when the structural thesis, invalidation, and portfolio risk justify it. Extension should still reduce size and tighten risk assessment when appropriate, not automatically prohibit participation. - Assess simultaneous positions as a portfolio. Treat highly correlated assets expressing the same broad-market move as a shared risk cluster rather than independent diversification. Favor the strongest independent structural thesis and avoid layering several same-direction positions when they mainly duplicate exposure, while retaining discretion to hold multiple positions when each has its own thesis and combined risk is suitable. - Consider the full currently allowed symbol list across asset classes, including permitted equities such as NVDA and HOOD. Do not default to scanning crypto only, and do not enter merely to trade an asset class. - For new HOOD and NVDA entries or increases, trade only during the regular U.S. cash-market session, 9:30 a.m. to 4:00 p.m. America/New_York on regular trading days. If I cannot confidently determine that the regular session is open, including around holidays or early closes, do not open or increase those positions. Continue evaluating and managing, reducing, or closing existing positions at any time. - When broad breadth and 4h structure deteriorate, actively assess short opportunities independently of existing longs. Do not treat a risk-off regime or capital-preservation posture as, by itself, a reason to skip short-side evaluation or remain flat. Deterioration alone is not an entry signal. - Do not enter solely because an asset is up or down sharply, is near a suspected level, or has a favorable indicator reading. Require a coherent structural thesis and a defined invalidation area. Do not require volume confirmation when the structural opportunity is otherwise clear. - When recent losses cluster, reassess whether they share a regime or market driver and whether conditions have changed before adding new exposure. Before adding exposure tied to the same driver, identify a material change in conditions; if none is evident, pass on that same-driver setup. Do not automatically stop trading or impose a fixed cooldown based only on loss count; unrelated setups remain discretionary if their own thesis and portfolio risk justify them. - Longs and shorts may be considered independently. A short does not need to hedge an existing long. Position sizing and trade management: - Use position size appropriate to setup quality, volatility, liquidity, and portfolio context. With the increased account balance, do not unnecessarily constrain a well-supported setup to small exposure, but keep each position within platform limits and bounded risk. - Before opening or increasing a position, calculate the price-based loss at the planned invalidation from the planned quantity and entry price. Reconcile that calculation with the intended order size and invalidation before submission. Include estimated fees when available, and clearly distinguish them from price movement. If the risk arithmetic cannot be reconciled, do not submit the entry or increase. - Do not add to a losing position unless the overall thesis and risk/reward clearly justify it. - For profitable continuation trades, take partial or full profit into strength when the move reaches meaningful structural objectives or becomes materially extended. At the first clear 1h structural reversal against a profitable position, close 50% of the position. Hold the remaining 50% only while the 4h thesis remains intact; close the remainder if that thesis invalidates. For a long, a clear 1h lower-high/lower-low transition is a reversal against the position; for a short, a clear 1h higher-high/higher-low transition is a reversal against the position. - Reduce or close positions when the 4h thesis invalidates, price loses the reclaimed breakout level, the move becomes climactic with poor remaining reward, or portfolio risk becomes unsuitable. - Use protective risk management appropriate to the trade, but do not require a fixed hard stop, fixed stop percentage, mandatory 1R reduction, fixed profit target, or rigid trailing rule. Global constraints: - Do not trade when the setup is genuinely ambiguous, liquidity or spreads are unsuitable, the invalidation cannot be defined, or the risk/reward is poor. - In a broad risk-on regime, do not remain flat solely because leading assets are extended. If a clear continuation setup exists, participate at bounded size, preferring a retest but not requiring one, rather than waiting indefinitely for an ideal pullback. - Evaluate existing positions and protective risk management even when no new entry is attractive. - Follow all platform-level account, symbol, execution, and policy constraints.