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RSI Triple Divergence from Extreme Zone

D08 · 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. Only when the first pivot is outside 30–70: RSI below 30 for a long (oversold), above 70 for a short (overbought).
  5. Long on bullish divergence (price lower low, oscillator higher low); short on bearish.
  6. Stop-loss beyond the last pivot by 0.5 × ATR(14).
  7. Take-profit at 2 R.
  8. Exit on the close of bar 30 if neither level is hit.
  9. An opposite signal closes the trade at the next open and reverses.
  10. If stop and target are both touched in one candle, the stop counts.
  11. 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.

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. Green band: the zone below 30 the first pivot must start from.

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 1h
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 Yok Yok Yok +0.00% −0.00%
Short 1 0% 0 -7.77% -7.77% −7.77%

Monthly P&L

Year Oca Şub Mar Nis May Haz Tem Ağu Eyl Eki Kas Ara 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 36 47.22% 1.287 +13.93% −19.55%
1h 132 29.55% 0.577 -56.78% −57.22%

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: +1,804.93%.

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 · 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.