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.
- Only when the first pivot is outside 30–70: RSI below 30 for a long (oversold), above 70 for a short (overbought).
- 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
The strictest of the family: three consecutive diverging pivots, and the first of them printed in the oversold (RSI < 30) or overbought (RSI > 70) zone. A long, stretched move that fails to make progress three times.
Signals are rare by construction. The page shows every one of them, so you can judge each setup on the chart rather than trust a percentage.
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
36
Win rate
47.22%
Profit factor
1.287
Avg R
+0.03R
Net P&L
+13.93%
Max drawdown
−19.55%
Buy & hold
+1,859.29%
Avg duration
2d 10h
| Side | Trades | Win rate | Profit factor | Avg trade | Net P&L | Max drawdown |
|---|---|---|---|---|---|---|
| All | 36 | 47.22% | 1.287 | +0.45% | +13.93% | −19.55% |
| Long | 13 | 38.46% | 0.647 | -0.73% | -9.95% | −14.14% |
| Short | 23 | 52.17% | 1.859 | +1.13% | +26.51% | −10.35% |
Monthly P&L
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | · | -3.09% | · | · | +2.10% | +2.92% | -0.94% | · | · | · | · | · | +0.88% |
| 2025 | +2.65% | · | +7.03% | · | · | · | · | -3.68% | · | +8.17% | · | · | +14.47% |
| 2024 | · | -1.17% | -2.13% | · | -2.16% | · | -1.81% | +10.08% | · | +0.57% | · | · | +2.87% |
| 2023 | -2.93% | · | -2.45% | · | · | · | · | -0.45% | · | · | · | +4.58% | -1.42% |
| 2022 | -1.69% | · | · | · | · | · | · | -2.58% | · | · | · | · | -4.23% |
| 2021 | · | -6.18% | +0.64% | · | · | · | · | +7.24% | · | · | · | · | +1.26% |
| 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 · #27
Worst loser · #5
Borderline case · #12
By timeframe
Where it breaks
On 1h the strategy did worst (-56.78% over 132 trades); the best timeframe was 4h (+13.93%). Buy & hold over the same history: +1,859.29%.
Very few trades — on higher timeframes sometimes none at all. Any statistic here is anecdotal, and one bad trade moves the result a lot.
Common beginner mistakes
- Stacking filters until the backtest looks good: every extra condition removes trades and adds room for luck. Here the filters are fixed in advance and shown with the trade count.
- Ignoring timing: the signal comes after the third pivot is confirmed, often far from the extreme.
- Using it alone: with so few signals it is a rare event to watch for, not a system that trades every week.
Open now
No open position on the last closed candle.
Trades · 36
| # | Side | Entry | Stop | Target | Exit | Result | Net | R | Bars | Show |
|---|---|---|---|---|---|---|---|---|---|---|
| 36 | 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 | |
| 35 | 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 | |
| 34 | 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 | |
| 33 | 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 | |
| 32 | 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 | |
| 31 | 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 | |
| 30 | 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 | |
| 29 | 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 | |
| 28 | 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 | |
| 27 | 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 | |
| 26 | 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 | |
| 25 | 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 | |
| 24 | 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 | |
| 23 | 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 | |
| 22 | 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 | |
| 21 | 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 | |
| 20 | 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 | |
| 19 | 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 | |
| 18 | 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 | |
| 17 | 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 | |
| 16 | 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 | |
| 15 | 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 | |
| 14 | 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 | |
| 13 | 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 | |
| 12 | 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 | |
| 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.