Give your stop room to breathe
A stop exactly on support is the easiest liquidity in the market to take. A small buffer past the typical wick keeps you in the trade through the sweep — at the cost of slightly more risk per unit, which you offset by sizing down. Recompute the size on the position size calculator.
Placing stops past the obvious pools
Stops cluster at round numbers, recent swing points, and prior day extremes — visible, predictable pools of forced orders. Fast wicks into those levels ("stop hunts," whether deliberate or mechanical liquidity-seeking) trigger the cluster and revert. The buffer strategy: place your stop beyond the typical overshoot, not at the obvious level itself.
Sizing the buffer from data: measure the coin's typical wick-through — how far price pierces a swing low before reversing, historically 0.3–0.8× ATR on liquid majors. A stop at the swing low plus a 0.5×ATR buffer survives the raid that takes out the textbook placement. The cost: a wider stop means a smaller position for the same risk budget — the buffer is bought with size, not risked for free.
The honest caveat: sometimes the "hunt" is just the move starting. A buffer saves you from wick noise; it cannot rescue a wrong thesis, and doubling the buffer after each stopped trade is drift toward stoplessness. Fixed rule, fitted to measured wick behavior, revisited monthly — not after every loss.