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Setup Quality: scoring each BREAK and SUNNY on its own

Setup Quality is a score for each individual BREAK or SUNNY setup, measuring compression then expansion, candle decisiveness, path efficiency and location in the trend.

AdvancedAURORA Pro9 min read
Topic: AURORA Pro & SMCMarket: All marketsAuthor: KenvinHoangReviewer: KapyBara✓ Reviewed 14 Oct 2026
The question

Two 1st BREAKs both meet the rules: why does one run far while the other reverses at once?

After this lesson you will

  • Tell Score (market context) apart from Setup Quality (the quality of the setup itself)
  • Know what the six BreakQ and SunnyQ components measure
  • Know how to validate a quality score before switching on filter mode

What is Setup Quality?

Score answers “is the market context favourable?”. Setup Quality answers a different question: “how good is this particular setup?”. It is a separate 0–100 score, not mixed into Score.

BreakQ (for the 1st / 2nd BREAK) has six components:

Code Component What it measures
C Compression → expansion Whether the market compressed before expanding; overly long candles (above about 2.5 ATR) are penalised because they tend to retrace
A Acceptance Breaking a recent structural high / low, closing near the candle’s extreme, a large body, few opposing wicks
K Path efficiency Whether the recent price path is “clean” or noisy (Kaufman Efficiency Ratio)
D ADX / DMI Whether the trend has strength and is accelerating
V Cycle AVWAP location Where price sits relative to a VWAP anchored at the start of the trend cycle
F Flow Whether Delta and volume participate

Weights differ between the 1st and 2nd BREAK: the 1st BREAK leans more on compression / expansion and flow; the 2nd BREAK leans more on path efficiency and AVWAP location.

SunnyQ (for SUNNY) uses path efficiency, ADX / DMI, AVWAP location, pullback quality (price pulled back near the balance area while holding the right side of the Trailing line), recovering flow, and a normal volatility regime.

Classes: S from 85, A from 75, B from 65, C below 65.

Why score each setup separately?

  • Same rules, different quality. A breakout after a tight compression is very different from a breakout in the middle of a choppy market.
  • Score does not see the candle’s details. A high Score can come with a weak, wicky breakout candle.
  • Separate to measure. Keeping Quality apart from Score lets you test whether each layer adds value, instead of blending everything into one number.

Common misunderstandings

  • High quality means a guaranteed win. No. It is a descriptive score, not a probability. Its value has to be proven with statistics.
  • Switch on Filter straight away to be safe. Filtering on an unvalidated score can block exactly the best trades.
  • One symbol showing an effect is enough. A scoring layer is valuable when the effect repeats across many symbols and periods.
  • Every component always has data. Flow depends on volume; a component without data is dropped and the rest are reweighted.

Chart example

Illustration of the six BreakQ components and a combined score of 78, class A Illustration with hypothetical values.

The BREAK label tooltip shows the same information, for example 🧪 BreakQ 78 A C/A/K/D/V/F 82/76/71/69/84/75.

How does AURORA Pro use Setup Quality?

  • Three modes (the Setup Quality mode box):
    • Off.
    • Stats only (default): scores and records, signals unchanged.
    • Filter (experimental): blocks setups below the threshold, 65 by default for both Break and SUNNY.
  • Switch each component on or off in the V13 SETUP QUALITY settings group.
  • Display:
    • The signal label tooltip, with a 🧪 BreakQ or 🧪 SunnyQ line.
    • The dashboard: a 🧪 Setup Q row with the current score for BUY and SELL.
    • JSON: the setup_quality field in alerts.
    • Strategy Validator: trade names, for example BREAK-L Q72.
  • Score-bucket analysis is done on the Strategy Validator’s trade list. Group trades by Q bucket (for example below 40, 40–59, 60–74, 75 and above), then compare each bucket’s average R.
  • When filtered: the setup shows a ⛔ label with the reason “Break Quality … < 65”.

Validate before filtering

  • What to look for: average R that rises steadily from low to high score buckets, and the same pattern repeating across several symbols of the same market type.
  • Out-of-sample check: confirm on an out-of-sample period you have not looked at.
  • Enough trades per bucket: high-score buckets usually have few trades; a few big winners can create a false difference.
  • Measure the filter’s cost: with Filter on, check the ⛔ Filtered row to see whether blocked trades are really worse. Historical results, before costs.

Practical checklist

  • Read Setup Quality with Score: Score is about the market, Quality is about the setup.
  • Keep Stats only mode until you have enough data.
  • Analyse by score bucket: average R should rise from low buckets to high buckets.
  • Check several symbols and out-of-sample data before switching on Filter.
  • Read each component in the tooltip to see where a low score comes from.

Video Explainer

The video for this article is in production. The full written lesson is already complete.

Video chapters

  1. Two 1st BREAKs, two outcomes
  2. How Score and Setup Quality differ
  3. The six BreakQ components
  4. SunnyQ and how it is shown
  5. Validate before filtering
Show transcript
Two 1st BREAKs both meet the rules and have the same Score. One runs far, the other reverses straight away. Score cannot tell them apart, because Score rates the market context, not the breakout itself. Setup Quality scores each setup on its own. For a BREAK: did the market compress then expand, was the breakout candle decisive, is the price path clean, does the trend have strength, where is price relative to the cycle's balance point, and is money flow participating. In AURORA Pro, Setup Quality is statistics-only by default. It should only become a filter when data across many symbols shows that high-score groups really have better average R.

Product documentation

Educational and decision-support content, not investment advice. Chart examples are illustrative or historical and do not guarantee future results. Trading carries a risk of capital loss.