Equity Scalp Playbook

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 Trading MCP · Measurable tests: Thresholds · YAML: /desk-rules.yaml

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 sit list and Evidence field notes.

This playbook is for desk-side Agentic sessions on Robinhood. Share it as learning and process notes, not as a full-account automation promise.

Hard rules

Account: place/cancel only when agentic_allowed=true.
Default window: prefer 14:30-15:55 ET continuation / EOD. Avoid new risk before 14:00 unless a Tier-A exception clears. Confirm ET time first.
Max live ideas: 2 concurrent (prefer 1 when the first name has extreme relative volume).
Size: write session sizing inputs before the open (trading_capital, risk_per_trade_pct, max_notional_pct, daily_stop_R). Defaults and math: thresholds §7. Historical Evidence sometimes shows ~$500-750 example notionals; those are illustrations, not the derived band.
No overnight except an intentional after-hours penny take-profit a few cents above cost: cancel unfilled stretch targets by evening.
Every long needs both profit limit(s) and a cut (time and/or structural invalidation beyond the sweep). Ladders alone are invalid.
No hard stops parked in liquidity sweeps. After a sweep reclaim entry, any print back below the sweep low voids the read: exit immediately (thresholds §6). Written stop stays as gap backstop. Protective cuts go beyond the swept low.
Buy the sweep, not the mid-reclaim. Sweep tests and mid-reclaim sit: thresholds §5. Fake R:R tests and min 2R: thresholds §4.
Review → confirm → place. Disclose quotes on review. Prefer marketable limits over blind markets.
State check first. Recovery language and rule shopping are hard sits before any tape gate (sit guide).

Setup filter

Step 0: Regime (friendly for continuation)

Enforceable test: thresholds §1. For long continuation, all four required: both SPY and QQQ above opening-range high; both above VWAP; each held VWAP ≥30 continuous minutes before the window; SPY VWAP crosses since open < 5. Short continuation: mirror. Anything else is not friendly (sit).

Illustrative labels still used in Evidence:

Bull / friendly: passes the long continuation test above
Bear: relative-strength Regime D/A longs only, or flat
Mixed / chop / chaotic: fail regime or trip chaotic tape → prefer flat (especially after 15:00 unless Tier-A)

Step 1: Liquid prefilter (scanner)

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

Common stock; day change > ~3%; relative volume > ~1.5
Average volume (10) > ~1M; last roughly $8-80; market cap > ~$1B

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)

14:30-15:00: Prefer pullback/reclaim (Regime A); price > VWAP; 5m RSI ~50-68; MACD hist ≥ 0 or improving. Demote RSI>70 extending; day>12% without Tier-A.
15:00-15:25: Prefer late push (Regime B): fresh 5m RVOL, reclaim prior 5m high, price > VWAP. Demote soft volume / MACD flip / no reclaim by 15:25.
15:25-15:55: Manage opens only; no fresh idea scans.

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

Entry triggers (must pass one)

A: Continuation: Pullback ≤ ~0.4× 5m ATR then hold / reclaim last 5m high. Skip if RSI(5m)>70 and still extending.
B: Late push: Fresh RVOL expansion after 15:00 with price > session VWAP. Skip into resistance / tired RSI.
C: Tier-A (pre-14:00): Extreme RVOL, strong day %, RSI mid-band, tight spread. Otherwise flat until 14:30.
D: Sweep reclaim: Liquidity grab through OR / prior 5m swing / round shelf, then hold & reclaim: buy the sweep. Must pass thresholds §5 (undercut ≥0.25× 5m ATR, reclaim within 10m, sweep-bar volume above 20-bar avg). Mid-reclaim / untested lows below entry → sit.

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

Liquidity-sweep placement

Map before entry: opening-range high/low (first 15m), last 1-2 swing lows on 5m, nearby round numbers, session VWAP.
Prefer limit buys resting at / just above the sweep after a reclaim print: not a chase into the spike.
Do not put the working cut at that same level. Sweeps exist to take those stops.
After fill: any print below the sweep low → exit immediately (thresholds §6).
Morning ~09:45 window: default Regime D (or A after a clean reclaim).

Size

Default

Derive notional from written session inputs (thresholds §7): R = trading_capital * risk_per_trade_pct, then shares = R / stop_distance, then cap by max_notional_pct. Never widen the stop to fit the notional cap. Soft signals → stay at 1R or skip.

Historical Evidence may show ~$500-750 example fills; treat those as illustrations only.

Size-up checklist (all required)

Bump modestly (example 1.25-1.5× R, still under max notional) only when every gate is green:

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

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

Exit rules

Profit

Default: single take-profit near ~0.4-0.6× 5m ATR above fill.
Optional 2-rung ladder only on Tier-A / extreme RVOL.
Avoid 3-rung ladders until the session is already green and an MAE plan is live.

Cut (pick at entry; write it down)

Time (default): Flat by T+45m or 15:55 ET, whichever first
Structural: 5m close beyond the swept trigger / OR low → exit. A wick alone is the sweep, not the cut.
MAE (rare): Only if a clear shelf exists under the sweep. Never park MAE at OR / swing / round liquidity.

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

Session checklist

State check clear (sit guide)
Confirm Agentic buying power; confirm flat book
Confirm ET time; scan + earnings check; no entries before 14:00 unless Tier-A / Regime D
~14:25: re-scan; pick ≤2 names with written trigger, size, TP, cut, sweep map
Review → confirm → place; attach TP; watch cut clocks and MAE-in-sweep rule
~15:50 cancel stretch targets; 15:55 hard flat
Closing Flow (~15:30-15:45): measured next-day read only (see below); never a late entry arm
Log fills and measured gate values for next session's lessons

Worked example: plan card

See the filled placeholder plan card in the trading kit (ABCD is not a screen result). Mirror that shape before every live idea.

Closing Flow (15:30-15:45 ET — read only)

After 15:25, the desk manages opens or stays flat. Closing Flow is a measured group/close checklist for next-session bias. It does not authorize new entries.

Pick the day's active leadership group (for example SMH + a few leaders when chips lead). Answer with quotes and ranges only. Do not invent institutional flow stories.

#	Question
1	Sector ETF vs day's range (top / mid / bottom ~20-25%)
2	Leaders vs ETF (higher lows while ETF weak, or the reverse?)
3	ETF vs QQQ last 30-60m
4	Fresh lows after 15:30, or higher lows forming?
5	VWAP: hold above / reclaim / failed tests
6	Breadth: broad group improvement vs one or two names?
7	Volume after 15:00: expanding or light drift?
8	Close location: leaders / ETF in top or bottom ~20% of today's range?

Log answers as Confirmed. Optional one-line next-day watch under Ideas (continuation / failed-gap / prefer flat). Field example: desk log 2026-07-28.

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

Midday ladder farms without cuts
“Monitor and hope” into the close after MAE already exceeds TP1 distance
Size-up to recover a loser
Size-up on soft MACD, mid-reclaim, or micro-ATR
Trading non-agentic accounts via MCP
Hard stops parked in liquidity sweeps
Chase entries into RSI>70 extension when a sweep limit is available
Inventing a nearer shelf so paper R:R looks fine when true sweep risk is much larger than TP
Using Closing Flow (or any late tape story) to justify a fresh entry after 15:25

Living lessons (pattern language)

MAE in the sweep: Protective cuts sitting in the liquidity grab get hunted: place orders at the sweep, cuts beyond it
Mid-reclaim ≠ Regime D: Buying halfway up the reclaim with a fake near shelf destroys true R:R
Size-up = full stack: Soft MACD or micro-ATR winners stay at baseline size

Morning Opening Range variant

Same hard rules with a shorter clock:

Premarket liquid gapper / gainer screen
Map opening range 09:30-09:45 ET
Prefer Regime D sweep-reclaim after 09:45
Hard flat by 11:00 ET
Share the same daily loss / soft win stops across morning and afternoon sessions

FAQ

Does this playbook guarantee profits?

No. It encodes risk rules 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 chat (wallet size, daily stop, flat clock). Prefer confirm-before-place until the session rules are 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 you can follow without inventing risk rules mid-trade.

Disclaimer

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