Add methodology documentation for EA-125_Breakout_Momentum

This document outlines the EA-125_Breakout_Momentum strategy, including its classification, technical indicators, entry methodology, position management, backtest methodology, performance evaluation, and validation requirements.
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+# Case Study: EA-125_Breakout_Momentum
+
+## 1. Strategy Classification
+
+EA-125_Breakout_Momentum is a price-breakout and momentum-confirmation strategy developed in MQL5 for MetaTrader 5.
+
+The strategy combines a historical high/low breakout with RSI thresholds and MACD directional confirmation.
+
+It evaluates entry signals once per new candle and manages open positions on every tick.
+
+## 2. Technical Indicators
+
+### RSI Configuration
+
+| Parameter | Value |
+|---|---:|
+| RSI Period | 14 |
+| Applied Price | Close |
+| Buy Threshold | 55.0 |
+| Sell Threshold | 45.0 |
+
+### MACD Configuration
+
+| Parameter | Value |
+|---|---:|
+| Fast EMA | 12 |
+| Slow EMA | 26 |
+| Signal Period | 9 |
+| Applied Price | Close |
+
+### Breakout Configuration
+
+| Parameter | Value |
+|---|---:|
+| Breakout Lookback | 10 candles |
+| Signal Candle | Shift 1 |
+| Historical Range | Shifts 2–11 |
+
+## 3. Entry Methodology
+
+### Historical Range Calculation
+
+For `N = InpBreakoutBars`:
+
+`BreakoutHigh = max(High[2] ... High[N+1])`
+
+`BreakoutLow = min(Low[2] ... Low[N+1])`
+
+The signal candle is excluded from the historical breakout range.
+
+### Buy Entry
+
+A Buy position may be opened when:
+
+`Close[1] > BreakoutHigh`
+
+AND
+
+`RSI[1] >= InpBuyRSI`
+
+AND
+
+`MACD_Main[1] > MACD_Signal[1]`
+
+### Sell Entry
+
+A Sell position may be opened when:
+
+`Close[1] < BreakoutLow`
+
+AND
+
+`RSI[1] <= InpSellRSI`
+
+AND
+
+`MACD_Main[1] < MACD_Signal[1]`
+
+### Additional Entry Requirements
+
+- Trading permissions must be enabled.
+- A new candle must be detected.
+- No matching position may already exist for the same symbol and Magic Number.
+- The spread must be within the configured limit.
+- The breakout lookback must be at least two candles.
+- RSI and MACD buffer reads must succeed.
+- The EA must obtain the historical candle prices required for the breakout calculation.
+
+The source code explicitly validates the indicator buffer reads but does not separately validate each historical high/low read inside the breakout loop.
+
+## 4. Position Management
+
+The EA uses fixed lot sizing.
+
+Initial Stop Loss and Take Profit distances are configured in points and adjusted upward when necessary to meet the broker's minimum initial stop-distance requirement.
+
+Optional Break Even and Trailing Stop logic may modify Stop Loss levels as price moves in the position's favor.
+
+Position management is evaluated on every tick.
+
+The EA does not implement martingale, grid trading, or percentage-based equity risk sizing.
+
+## 5. Backtest Methodology
+
+| Setting | Value |
+|---|---|
+| Platform | MetaTrader 5 |
+| Broker Server | ACCMIntl-Real |
+| MT5 Build | 6230 |
+| Symbol | XAUUSD.PRO |
+| Timeframe | M1 |
+| Test Period | 2026-01-02 to 2026-04-01 |
+| History Quality | 100% real ticks |
+| Initial Deposit | $1,000 |
+| Leverage | 1:500 |
+| Fixed Lot | 0.01 |
+| Stop Loss | 300 points |
+| Take Profit | 600 points |
+| Break Even | Enabled |
+| Break Even Trigger | 150 points |
+| Trailing Stop | Enabled |
+| Trailing Start | 200 points |
+| Trailing Distance | 200 points |
+| Maximum Spread | 30 points |
+| RSI Period | 14 |
+| Buy RSI | 55.0 |
+| Sell RSI | 45.0 |
+| MACD | 12 / 26 / 9 |
+| Breakout Lookback | 10 candles |
+
+## 6. Performance Evaluation
+
+| Metric | Result |
+|---|---:|
+| Net Profit | -$992.17 |
+| Profit Factor | 0.81 |
+| Equity Drawdown Relative | 99.22% |
+| Recovery Factor | -1.00 |
+| Total Trades | 3,707 |
+| Win Rate | 44.73% |
+| Expected Payoff | -$0.27 |
+
+The Profit Factor below 1 indicates that gross losses exceeded gross profits.
+
+Negative Expected Payoff indicates unfavorable average trade performance.
+
+The relative equity drawdown of 99.22% indicates extreme capital risk under the tested configuration.
+
+## 7. Research Assessment
+
+The initial backtest failed to demonstrate a profitable strategy.
+
+The results do not establish whether the breakout rule, RSI filter, MACD confirmation, or exit-management logic contributed positively or negatively on an individual basis.
+
+The available evidence is insufficient to establish strategy robustness.
+
+## 8. Validation Requirements
+
+Additional research should include:
+
+1. Independent evaluation of the breakout signal.
+2. RSI filter contribution analysis.
+3. MACD confirmation contribution analysis.
+4. Breakout lookback sensitivity testing.
+5. Alternative RSI threshold experiments.
+6. Break Even and Trailing Stop comparisons.
+7. Spread and transaction-cost sensitivity analysis.
+8. Out-of-sample and forward validation.
+9. Reproducible reporting of all tested configurations.
+
+## 9. Final Classification
+
+**Research Status: FAILED BACKTEST**
+
+The tested configuration does not meet basic profitability or capital-preservation expectations.
+
+The original source code, settings, and backtest results should be preserved for research transparency.
+
+## 10. Disclaimer
+
+This case study is provided for research and educational purposes.
+
+Historical backtest results do not guarantee future performance. Automated trading involves substantial financial risk.