Scalping Strategies

Scalping compresses the feedback loop between entry and exit to minutes or seconds, trading low-timeframe flow to capture small moves repeatedly throughout a session. Success hinges on three factors most longer-timeframe traders never think about: execution latency (slippage destroys scalping edge faster than any strategy flaw), commission structure (round-turn costs dominate profit math at tight targets), and session-timing discipline (scalping edge concentrates sharply in the first 90 minutes of each major session. London open, NY open. and evaporates at lunch).

The scalping strategies here all operate on 1-minute to 5-minute charts and target 1–3× ATR moves with equivalently tight stops. Bollinger Band squeezes signal impending volatility expansion; VWAP reclaim fades extended moves back to session mean; Keltner Channel bounces trade the envelope during non-trending sessions; SuperTrend flips ride strong intraday directional moves. The common failure mode across scalping strategies isn't signal quality. It's trading them outside their optimal 90-minute window, when spreads widen and directional flow thins out. Size positions for the infrastructure reality, not the backtest: a scalping strategy that tests well at zero-commission rarely survives contact with 1.5-pip spreads.