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Agentic Equity Scalp Playbook

A field playbook for Robinhood Agentic Trading via MCP: liquid-gainer screens, sweep-reclaim entries, size rules, hard flat times, and anti-patterns.

Educational resource. Not financial advice. Example parameters are illustrative desk defaults, not a performance guarantee. Agentic trading can lose the entire funded wallet.

Companion: Robinhood MCP for AI Agents

Goal

Positive-expectancy small equity scalps on a Robinhood Agentic account using the Trading MCP — with a written screen, trigger, size, take-profit, and cut before every entry. Most of the session is sitting on your hands; see the refusal list and Evidence field notes.

This playbook is for desk-side agentic sessions. It is not a substitute for a production multi-broker automation ledger.

Hard rules

  1. Account: place/cancel only when agentic_allowed=true.
  2. Default window: prefer 14:30–15:55 ET continuation / EOD. Avoid new risk before 14:00 unless a Tier-A exception clears.
  3. Max live ideas: 2 concurrent (prefer 1 when the first name has extreme relative volume).
  4. Size: example default $500–750 notional per name; size up only via the checklist below. Example daily loss stop −$40; daily win soft stop +$40 (stop adding). Scale these to your wallet.
  5. No overnight except an intentional after-hours penny take-profit a few cents above cost — cancel unfilled stretch targets by evening.
  6. Every long needs both profit limit(s) and a cut (time and/or structural invalidation beyond the sweep). Ladders alone are invalid.
  7. No hard stops parked in liquidity sweeps. Obvious stop clusters (opening-range low, prior 5m swing low, round-number shelves) are entry / add zones, not MAE parking spots. Protective cuts go beyond the swept low.
  8. Buy the sweep, not the mid-reclaim. If entry distance to the true swept low is much larger than the take-profit, skip or wait for a retest — do not invent a nearer shelf to fake R:R.
  9. Review → confirm → place. Disclose quotes on review. Prefer marketable limits over blind markets.

Setup filter

Step 0 — Trend of day

Classify from SPY + QQQ vs prior close and session VWAP:

Step 1 — Liquid prefilter (scanner)

On bull / mixed days, refresh a liquid gainer scan:

On bear days, mirror with liquid losers. Prefer relative volume as the primary sort after the liquid gate — raw % change overweight already-extended names.

Step 2 — Time-of-day post-filter (after 14:30)

Hard rejects (any window): earnings today / next AM; chaotic spreads; rank-chase without trigger; same-day re-entry after a stop-out; day move >12% unless RVOL extreme and RSI not extended.

Entry triggers (must pass one)

No trigger → no trade, even if the scanner ranks the name highly.

Liquidity-sweep placement

Size

Default

Example desk default: $500–750 notional for any name that clears gates (including soft MACD miss, micro-ATR, midday relative-strength). Soft signals → stay at default or skip.

Size-up checklist (all required)

Bump modestly (example 1.25–1.5×, capped until sample grows) only when every gate is green:

  1. MACD histogram ≥ 0 (hard; no soft miss)
  2. Price > VWAP with clear cushion
  3. RSI(5m) roughly 52–65
  4. RVOL ≥ 1.5 (prefer ≥ 2.0)
  5. Regime D or A written: buy at/near sweep; structural cut beyond true sweep; risk roughly ≤ 1.5–2× take-profit
  6. Spread acceptable
  7. Window 14:30–15:25 or morning clean Regime D / Tier-A
  8. Take-profit distance is meaningful in dollars (not micro-ATR noise)
  9. No earnings today / next AM

Never size up to recover a loser or because RVOL alone looks loud (especially earnings movers).

Exit grammar

Profit

Cut (pick at entry; write it down)

If take-profit 1 fills and the residual is red vs entry → do not hold the residual past the time stop.

Session checklist

Decision tree

Screen name
  ├─ map sweep levels — buys go there; stops do NOT
  ├─ Tier-A metrics clear at any time? → still need a trigger
  ├─ time < 14:00 and not Tier-A / sweep-reclaim? → SKIP
  ├─ no pullback / reclaim / VWAP / sweep trigger? → SKIP
  ├─ enter (prefer limit at sweep reclaim)
  │     → TP(~0.5×ATR) + time≤45m
  │     + invalidation = close beyond swept low
  └─ at cut → cancel TPs → sell → stop adding if daily loss stop hit

Anti-patterns

Living lessons (pattern language)

Morning Opening Range variant

Same hard rules with a shorter clock:

FAQ

Does this playbook guarantee profits?

No. It encodes risk grammar and filters that improve desk discipline. Markets change; sample sizes stay small.

Can I run this fully unattended?

Only if you explicitly enable auto-execute and enforce hard caps outside the model (wallet size, daily stop, flat clock). Prefer confirm-before-place until the session grammar is stable.

How does this relate to Robinhood's example prompts?

Robinhood's examples are open-ended. This playbook replaces them with a closed decision tree an agent can follow without inventing risk rules mid-trade.

Related

Disclaimer

Educational only. Not an offer to buy or sell securities. Past patterns are not future results. AI agents can err. You are responsible for every agent-placed order. This site is not a broker-dealer and is not affiliated with Robinhood.

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