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RSI Triple Divergence

D07 · v1 Divergence BTCUSDT ETHUSDT SOLUSDT

Rules

  1. Signal on the close of a candle, entry at the open of the next one.
  2. Regular divergence between price and RSI(14): pivots 5/5 bars, 5–60 bars apart. The signal fires when the last pivot is confirmed, 5 bars after it.
  3. Triple divergence: three consecutive pivots, each pair diverging — price makes two lower lows (higher highs for shorts) while the oscillator makes two higher lows (lower highs). The signal fires when the third pivot is confirmed.
  4. Long on bullish divergence (price lower low, oscillator higher low); short on bearish.
  5. Stop-loss beyond the last pivot by 0.5 × ATR(14).
  6. Take-profit at 2 R.
  7. Exit on the close of bar 30 if neither level is hit.
  8. An opposite signal closes the trade at the next open and reverses.
  9. If stop and target are both touched in one candle, the stop counts.
  10. Fees 0.1% per side, slippage 0.05% on market fills.

The idea

A triple divergence is three pivots in a row where price keeps making new extremes and RSI keeps refusing to confirm them. Two failed pushes instead of one: the idea is that exhaustion is more convincing the longer it lasts.

It fires much less often than a classic divergence, and later — only when the third pivot is confirmed. Entry is later, the stop sits beyond the third pivot.

PRICE RSI 30 70 target 2R stop entry
Schematic, not real data: amber dots are pivots, dotted verticals the bars where each pivot becomes known; entry after the last one. Shorts are the mirror image.

Chart

Pick a trade in the table to centre the chart on it. Hollow circles are pivots where they formed; filled ones mark the bar the pivot became known — the signal can only fire there.

Only 1 closed trades — too few to judge the strategy. Treat the numbers as an illustration.

Results

Trades 1
Win rate 0%
Profit factor 0
Avg R -1.04R
Net P&L -7.77%
Max drawdown −7.77%
Buy & hold +1,804.93%
Avg duration 1sem
Side Trades Win rate Profit factor Avg trade Net P&L Max drawdown
All 1 0% 0 -7.77% -7.77% −7.77%
Long 0 N/D N/D N/D +0.00% −0.00%
Short 1 0% 0 -7.77% -7.77% −7.77%

Monthly P&L

Year ene. feb. mar. abr. may. jun. jul. ago. sep. oct. nov. dic. Year
2025 · · · · · · -7.77% · · · · · -7.77%

Three real trades from the backtest

Worst loser · #1

Short from 2025-06-30 to 2025-07-07: stop-loss, -7.77% (-1.03R).

By timeframe

TF Trades Win rate Profit factor Net P&L Max drawdown
1w 1 0% 0 -7.77% −7.77%
1d 10 40% 1.013 -5.71% −33.66%
4h 44 45.45% 1.193 +9.69% −20.00%
1h 150 30% 0.612 -56.64% −57.28%

Where it breaks

On 1h the strategy did worst (-56.64% over 150 trades); the best timeframe was 4h (+9.69%). Buy & hold over the same history: +1,804.93%.

Waiting for the third pivot costs part of the move: when the reversal finally comes, the entry is late and the stop is often wide. Strong trends can still print three divergences in a row and continue.

Common beginner mistakes

  • Counting pivots that are not consecutive: skipping an inconvenient pivot turns any chart into a "triple divergence". The rule takes three pivots in a row.
  • Entering on the second pivot "because the third will come": then it is just a classic divergence with a longer story.
  • Expecting many trades: triple divergences are rare, and a sample under 30 trades says little.

Open now

No open position on the last closed candle.

Trades · 1

# Side Entry Stop Target Exit Result Net R Bars Show
1 Short 2025-06-30
108,302.75		 116,437.12 92,034.02 2025-07-07
116,495.34		 Stop-loss -7.77% -1.03R 2

Spec v1 · engine 1.1.0 · 475 candles 2017-08-14 — 2026-09-14 · data hash 852bb5484e69

Binance spot data. The coin list is today's, so delisted coins are missing (survivorship bias is not corrected).

Educational material, not investment advice. Past results of a mechanical strategy do not predict future results.