A borrowed checklist from a book rarely survives contact with your own market. In the False Breakout Filtering Intensive we insist on a list short enough to read between candles.
Three lines, not twelve
Most useful lists we see contain a volume condition, a close-location condition, and a retest or time condition. Longer lists become wallpaper. If a fourth filter matters for your style, swap it in — do not stack forever.
Market-specific notes
Index futures during the cash open behave differently from FX during the London overlap. Your checklist should name the session. “Rising volume” means little unless you define the comparison window for that session.
Review after losers only
We ask Intensive participants to open the checklist after false-break losers first, not after winners. Winners flatter. Losers reveal which line was skipped. Over a fortnight, patterns appear — often the same skipped line.
Bring that annotated list to a Practice Lab evening. Coaches would rather argue with your written filters than invent new ones on the spot.