Rules
- Signal on the close of a candle, entry at the open of the next one.
- 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.
- 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.
- Long on bullish divergence (price lower low, oscillator higher low); short on bearish.
- Stop-loss beyond the last pivot by 0.5 × ATR(14).
- Take-profit at 2 R.
- Exit on the close of bar 30 if neither level is hit.
- An opposite signal closes the trade at the next open and reverses.
- If stop and target are both touched in one candle, the stop counts.
- 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.
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.
Results
Trades
44
Win rate
45.45%
Profit factor
1.193
Avg R
-0.03R
Net P&L
+9.69%
Max drawdown
−20.00%
Buy & hold
+1,859.29%
Avg duration
2d 9h
| Side | Trades | Win rate | Profit factor | Avg trade | Net P&L | Max drawdown |
|---|---|---|---|---|---|---|
| All | 44 | 45.45% | 1.193 | +0.29% | +9.69% | −20.00% |
| Long | 18 | 38.89% | 0.635 | -0.62% | -11.51% | −14.03% |
| Short | 26 | 50% | 1.683 | +0.92% | +23.96% | −11.82% |
Monthly P&L
| Year | jan | fev | mar | abr | mai | jun | jul | ago | set | out | nov | dez | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | · | -3.09% | · | · | +2.10% | +2.92% | -0.94% | · | · | · | · | · | +0.88% |
| 2025 | +2.65% | · | +7.03% | · | · | · | · | -3.68% | -1.14% | +8.17% | · | · | +13.16% |
| 2024 | · | -1.17% | -2.13% | · | -2.16% | · | -1.81% | +10.08% | -1.47% | +0.57% | · | -0.61% | +0.74% |
| 2023 | -5.02% | · | -2.45% | · | · | · | · | -0.45% | · | · | · | +4.58% | -3.54% |
| 2022 | -1.69% | · | · | · | · | · | · | +0.37% | · | · | · | · | -1.33% |
| 2021 | · | -8.81% | +0.64% | · | · | · | · | +7.24% | · | · | · | +1.50% | -0.11% |
| 2020 | · | · | · | · | · | · | · | · | · | · | +3.46% | · | +3.46% |
| 2019 | · | · | · | -3.57% | · | · | · | · | · | · | -3.28% | · | -6.73% |
| 2018 | · | · | · | · | · | · | · | -2.03% | +7.72% | · | -6.16% | · | -0.97% |
| 2017 | · | · | · | · | · | · | · | · | · | +4.98% | · | · | +4.98% |
Three real trades from the backtest
Best winner · #31
Worst loser · #32
Borderline case · #34
By timeframe
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: +1,859.29%.
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 · 44
| # | Side | Entry | Stop | Target | Exit | Result | Net | R | Bars | Show |
|---|---|---|---|---|---|---|---|---|---|---|
| 44 | Short | 2026-07-07 20:00 63,786.09 |
65,119.91 | 61,118.45 | 2026-07-12 16:00 64,260.70 |
Timeout | -0.94% | -0.45R | 30 | |
| 43 | Long | 2026-06-06 16:00 60,814.40 |
58,376.99 | 65,689.22 | 2026-06-11 12:00 62,718.07 |
Timeout | +2.92% | +0.73R | 30 | |
| 42 | Short | 2026-05-11 20:00 81,921.01 |
82,862.08 | 80,038.87 | 2026-05-12 16:00 80,038.87 |
Take-profit | +2.10% | +1.83R | 6 | |
| 41 | Long | 2026-02-04 16:00 74,173.55 |
72,058.74 | 78,403.16 | 2026-02-04 20:00 72,022.71 |
Stop-loss | -3.09% | -1.09R | 2 | |
| 40 | Short | 2025-10-07 16:00 121,785.09 |
126,876.75 | 111,601.77 | 2025-10-10 20:00 111,601.77 |
Take-profit | +8.17% | +1.95R | 20 | |
| 39 | Long | 2025-09-02 00:00 109,292.05 |
106,818.63 | 114,238.88 | 2025-09-06 20:00 110,132.88 |
Timeout | +0.57% | +0.25R | 30 | |
| 38 | Long | 2025-08-30 16:00 108,924.41 |
107,346.25 | 112,080.75 | 2025-09-01 04:00 107,292.57 |
Stop-loss | -1.69% | -1.17R | 10 | |
| 37 | Long | 2025-08-27 00:00 111,819.10 |
107,975.60 | 119,506.10 | 2025-08-29 16:00 107,921.62 |
Stop-loss | -3.68% | -1.07R | 17 | |
| 36 | Long | 2025-03-01 04:00 85,373.50 |
77,708.62 | 100,703.24 | 2025-03-06 00:00 91,559.21 |
Timeout | +7.03% | +0.78R | 30 | |
| 35 | Short | 2025-01-22 16:00 104,127.92 |
108,391.98 | 95,599.79 | 2025-01-27 12:00 101,162.59 |
Timeout | +2.65% | +0.65R | 30 | |
| 34 | Long | 2024-12-06 20:00 101,490.71 |
89,363.61 | 125,744.91 | 2024-12-11 16:00 101,072.15 |
Timeout | -0.61% | -0.05R | 30 | |
| 33 | Short | 2024-10-21 20:00 67,730.11 |
69,742.99 | 63,704.34 | 2024-10-26 16:00 67,211.58 |
Timeout | +0.57% | +0.19R | 30 | |
| 32 | Long | 2024-09-06 12:00 56,027.09 |
55,340.63 | 57,400.02 | 2024-09-06 12:00 55,312.96 |
Stop-loss | -1.47% | -1.20R | 1 | |
| 31 | Short | 2024-07-30 08:00 66,918.52 |
70,354.15 | 60,047.27 | 2024-08-03 16:00 60,047.27 |
Take-profit | +10.08% | +1.96R | 27 | |
| 30 | Short | 2024-07-20 16:00 66,791.58 |
67,834.62 | 64,705.49 | 2024-07-21 20:00 67,868.54 |
Stop-loss | -1.81% | -1.16R | 8 | |
| 29 | Short | 2024-05-20 08:00 66,791.74 |
68,066.07 | 64,243.07 | 2024-05-20 16:00 68,100.11 |
Stop-loss | -2.16% | -1.13R | 3 | |
| 28 | Short | 2024-03-09 16:00 68,254.05 |
69,532.64 | 65,696.86 | 2024-03-10 04:00 69,567.41 |
Stop-loss | -2.13% | -1.13R | 4 | |
| 27 | Short | 2024-02-16 00:00 51,854.07 |
52,889.51 | 49,783.19 | 2024-02-20 12:00 52,915.95 |
Stop-loss | -2.25% | -1.13R | 28 | |
| 26 | Short | 2024-02-13 12:00 49,963.13 |
50,289.33 | 49,310.72 | 2024-02-13 12:00 49,310.72 |
Take-profit | +1.11% | +1.70R | 1 | |
| 25 | Short | 2023-12-09 20:00 43,902.44 |
44,950.98 | 41,805.35 | 2023-12-11 00:00 41,805.35 |
Take-profit | +4.58% | +1.92R | 8 | |
| 24 | Long | 2023-08-23 16:00 26,157.06 |
25,593.30 | 27,284.58 | 2023-08-28 12:00 26,091.12 |
Timeout | -0.45% | -0.21R | 30 | |
| 23 | Short | 2023-03-23 12:00 27,570.73 |
29,044.46 | 24,623.27 | 2023-03-28 08:00 27,070.89 |
Timeout | +1.61% | +0.30R | 30 | |
| 22 | Short | 2023-03-20 16:00 27,684.30 |
28,720.07 | 25,612.76 | 2023-03-22 12:00 28,734.43 |
Stop-loss | -4.00% | -1.07R | 12 | |
| 21 | Short | 2023-01-28 16:00 23,000.51 |
23,438.01 | 22,125.53 | 2023-01-29 00:00 23,449.73 |
Stop-loss | -2.16% | -1.13R | 3 | |
| 20 | Short | 2023-01-18 16:00 21,032.21 |
21,594.69 | 19,907.24 | 2023-01-20 20:00 21,605.49 |
Stop-loss | -2.93% | -1.09R | 14 | |
| 19 | Short | 2022-08-15 04:00 24,853.69 |
25,253.84 | 24,053.39 | 2022-08-15 04:00 24,053.39 |
Take-profit | +3.02% | +1.88R | 1 | |
| 18 | Short | 2022-08-14 00:00 24,430.84 |
24,998.95 | 23,294.62 | 2022-08-14 04:00 25,011.45 |
Stop-loss | -2.58% | -1.11R | 2 | |
| 17 | Long | 2022-01-11 12:00 41,830.89 |
39,188.91 | 47,114.86 | 2022-01-16 08:00 42,946.81 |
Timeout | +2.46% | +0.39R | 30 | |
| 16 | Long | 2022-01-09 16:00 41,641.92 |
40,053.58 | 44,818.61 | 2022-01-10 12:00 40,033.55 |
Stop-loss | -4.05% | -1.06R | 6 | |
| 15 | Long | 2021-12-21 12:00 48,891.35 |
45,073.85 | 56,526.35 | 2021-12-26 08:00 49,724.02 |
Timeout | +1.50% | +0.19R | 30 | |
| 14 | Short | 2021-07-31 20:00 41,282.99 |
42,816.19 | 38,216.59 | 2021-08-03 04:00 38,216.59 |
Take-profit | +7.24% | +1.95R | 15 | |
| 13 | Long | 2021-03-01 12:00 47,746.28 |
42,222.43 | 58,793.98 | 2021-03-06 08:00 48,146.92 |
Timeout | +0.64% | +0.06R | 30 | |
| 12 | Short | 2021-02-17 00:00 49,108.88 |
50,360.54 | 46,605.57 | 2021-02-17 04:00 50,385.72 |
Stop-loss | -2.80% | -1.10R | 2 | |
| 11 | Short | 2021-02-15 08:00 47,246.86 |
50,043.28 | 41,654.03 | 2021-02-16 12:00 50,068.31 |
Stop-loss | -6.18% | -1.04R | 8 | |
| 10 | Short | 2020-11-25 12:00 19,271.91 |
19,624.59 | 18,566.55 | 2020-11-25 20:00 18,566.55 |
Take-profit | +3.46% | +1.89R | 3 | |
| 9 | Long | 2019-11-13 12:00 8,777.49 |
8,510.60 | 9,311.27 | 2019-11-15 12:00 8,506.34 |
Stop-loss | -3.28% | -1.08R | 13 | |
| 8 | Short | 2019-04-09 04:00 5,156.06 |
5,326.88 | 4,814.42 | 2019-04-10 16:00 5,329.54 |
Stop-loss | -3.57% | -1.08R | 10 | |
| 7 | Long | 2018-11-24 00:00 4,417.84 |
4,156.25 | 4,941.02 | 2018-11-24 20:00 4,154.17 |
Stop-loss | -6.16% | -1.04R | 6 | |
| 6 | Short | 2018-09-05 12:00 6,987.52 |
7,462.90 | 6,036.77 | 2018-09-10 08:00 6,316.16 |
Timeout | +9.42% | +1.38R | 30 | |
| 5 | Short | 2018-09-03 16:00 7,284.50 |
7,379.46 | 7,094.56 | 2018-09-04 12:00 7,383.15 |
Stop-loss | -1.56% | -1.19R | 6 | |
| 4 | Long | 2018-08-15 00:00 6,191.17 |
5,795.26 | 6,983.00 | 2018-08-19 20:00 6,474.29 |
Timeout | +4.36% | +0.68R | 30 | |
| 3 | Long | 2018-08-07 20:00 7,011.46 |
6,757.01 | 7,520.38 | 2018-08-07 20:00 6,753.63 |
Stop-loss | -3.87% | -1.07R | 1 | |
| 2 | Long | 2018-08-05 12:00 7,029.42 |
6,881.56 | 7,325.14 | 2018-08-06 12:00 6,878.12 |
Stop-loss | -2.35% | -1.12R | 7 | |
| 1 | Short | 2017-10-03 04:00 4,402.80 |
4,516.75 | 4,174.89 | 2017-10-04 12:00 4,174.89 |
Take-profit | +4.98% | +1.92R | 9 |
Spec v1 · engine 1.1.0 · 19,936 candles 2017-08-17 — 2026-09-24 08:00 · data hash 3e5b1705da63
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.