DIA516.26
Entry527.43Open--Stop532.74
Selling the rip means taking a bearish position after a rally. TradingPal’s Sell the Rip setup limits that idea to qualified ETF resistance with an explicit entry, stop and exit.
A rip is a fast rally. To sell the rip is to take a bearish trade because that rally has reached a location where the trader expects supply to return.
The phrase alone is not a strategy. A reproducible version defines the eligible instruments, resistance context, trigger, invalidation and method for covering the short.
Resistance Smash is the product alias for the same resistance-side setup family. Both names resolve to this guide so the rules and evidence stay in one canonical location.
The historical results below apply only to the named, ETF-scoped setup. They should not be generalized to shorting every rally, every resistance line or individual stocks outside the tested universe.
Weekly supplies the primary sample and monthly offers the slower comparison. A current setup remains an example from the latest scan, not a promise or a claim that it is the Morning Brief’s top-ranked idea.
Historical simulation of the complete named setup, not a generic trend-line result. Weekly is the primary view. Read the methodology →
One real sell the rip — detected on DIA near 527.43 with a 516.80 target.
Live chart and line geometry. This example is not a promise or a claim that it is today's top-ranked setup.
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1 matching setupin this guide's latest scan.
Entry follows the tested resistance event. Shorting early can leave substantial room for the rally to continue; shorting after a large decline can erase the original reward-to-risk geometry.
A setup that moves away without providing the tested fill is missed, not chased. The unfilled trade should not be counted as a win in hindsight.
The short thesis invalidates above the resistance structure that was expected to cap price. That stop is established before entry and determines the position size.
Gaps can produce worse fills than the planned price, especially around macro events. Historical simulations and real execution can differ.
The monthly short book uses its defined profit-taking treatment; other views may use a benchmark to communicate progress. The interface labels that distinction so a reference level is not mistaken for a guaranteed order.
Covering rules must be evaluated with the same entry and stop model. Replacing one component produces a different strategy and a different historical record.
Read these limits with the table below.
The sample, instrument scope and dates belong to this exact setup book. Extreme drawdowns remain visible rather than being hidden.
| View | Scope | Trades | Win rate | Expected R | Profit factor | Max drawdown |
|---|---|---|---|---|---|---|
| Weekly | ETFs | 173 | 63.0% | +0.23R | 1.19 | 24.2% |
| Monthly | ETFs | 101 | 54.5% | +0.24R | 1.24 | 28.0% |
Backtest window: 2021-12-27 to 2026-06-29. Data snapshot: 7/23/2026. Historical results can differ from live fills and do not predict future performance.
It is a short-side idea entered after a rally, but the systematic version requires a specific resistance context, entry, stop and exit.
That is the instrument scope used by the named reproducible setup. The published statistics should not be generalized beyond it.
Resistance Smash is the product alias for the same Sell the Rip setup family, so both labels share one canonical rules guide.
Price can break resistance and accelerate higher. A predefined structural stop and risk-based position size are essential.
Support is an area where declines have previously attracted buyers; resistance is where rallies have met sellers.
A trendline strategy becomes testable only when every decision is specified before the outcome: which line qualifies, when entry occurs, what invalidates the trade and how the position exits.
Buying the dip means entering after a decline, but a lower price is not enough.
Open the screener to compare current setups, their visible lines and their historical track records.
Explore the screener →Educational content, not investment advice. Backtests are historical simulations and do not predict the next trade.