News filters: do you flatten before high-impact events?

A news filter is a strategy rule: no new positions X minutes before high-impact releases, or reduce size, or exit early. The filter converts unpredictable event risk into a knowable cost.

News filters: do you flatten before high-impact events? — risk-reward diagram
A risk-reward ratio of 1 to 2

What's your filter?

  • the events you filter around and the window
  • whether you flatten or just avoid new entries
  • how the filter changed your results
News filters: do you flatten before high-impact events? — candlestick anatomy diagram
The parts of a candlestick: wick, body, open and close

The economic calendar guide tells you which events deserve the filter.

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