Here's the exact framework I use for swing setups — 3 horizons, structured verdict, full audit trail. Open-sourced it.

I got tired of inconsistent notes and setups I couldn't review later. Built a systematic swing trading workflow and open-sourced it.

**The swing read (every scan):**

Every scan produces three parallel verdicts — Positional (weeks–months), Swing (3–15 days), Day (intraday). A positional skip doesn't kill a swing setup. Each horizon gets its own entry, stop, targets, and R:R.

The swing section specifically covers:

* EMAs (20/50/200) on D and 4H — stack posture and slope
* Volume Profile over the last 4–6 weeks — POC, VAH, VAL, nearest HVN above and below, LVN gaps that would cause fast travel
* Weekly + monthly VWAP — distance in σ-units, reclaim/lose classification
* VWAP slope as momentum proxy
* Best entry/stop framed against VP levels — not arbitrary price
* Macro regime fit — Goldilocks / Reflation / Stagflation / Risk-Off gates the directional bias

**The verdict format:**

$80,000 === [T1] max pain magnet
$79,500 --> LONG entry
- - - - - - - - - - - - -
>> $76,335 *** CURRENT
$73,800 --> SHORT entry
$66,000 === [T3] long-dated target

Every scan ends with a trade table: Entry / Stop / T1 / T2 / T3 / R:R / Sizing / Time-stop. No "it could go either way." If the chart has no swing setup, the verdict is WAIT.

**The audit trail:**

Every scan is archived. Rescans classify prior setups as fired-correct / fired-stopped / invalidated / stale. A rolling lessons file loads before every new scan. After a few months you know your actual hit rate by setup type — not a feeling.

**Coverage tiers:**

Every name gets tagged T (Top Pick) / W (Watchlist) / B (Bench) / S (Skip) per horizon. A positional S is compatible with a swing W around a catalyst. The index tracks everything.

Works for stocks, crypto, FX, indices, and commodities. Free, no paid APIs.

GitHub: l3lackcurtains/trading-ops Runs inside Claude Code (free tier). MIT license. Python 3.10+.