# Sure-Fire Flip-at-Stop Strategy

A recovery strategy that uses stop orders to reverse positions at specific levels.

Canonical: https://prismaticalgos.com/compendium/algo/2345-sure-fire-flip-at-stop-strategy
Record ID: 2345
Catalog rank: 1717 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Risk, Money Management & Portfolio Overlays (J)
Source: https://www.prorealcode.com/topic/sure-fire-flip-at-stop-strategy-stop-orders-only-no-hedging/
Evidence label (unverified): source_code

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: any
- timeframes: any
- sessions: any
- market_regime: any

## Indicators

No indicator stack recorded.

## Recorded long-entry rules

- entryStopPrice = HIGHEST[nBreak](HIGH) + bufferPts * pointsize

## Recorded short-entry rules

- entryStopPrice = LOWEST[nBreak](LOW) - bufferPts * pointsize

## Recorded exit rules

- Take Profit set to TPpts
- Reverse STOP order placed at revPrice

## Recorded filters

- Nmax
- LotMax
- session filters
- volatility filters
- manual emergency stop

## Risk controls

- Stop loss: revPrice = entryPrice - dir * SLpts * pointsize
- Take profit: TPpts = r * SLpts
- Position sizing: lotK = CALL "SF_LotSizer"