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
30
Win rate
30%
Profit factor
0.719
Avg R
-0.36R
Net P&L
-21.99%
Max drawdown
−30.36%
Buy & hold
+791.17%
Avg duration
2g 14sa
| Side | Trades | Win rate | Profit factor | Avg trade | Net P&L | Max drawdown |
|---|---|---|---|---|---|---|
| All | 30 | 30% | 0.719 | -0.66% | -21.99% | −30.36% |
| Long | 8 | 12.5% | 0.324 | -1.60% | -12.48% | −12.48% |
| Short | 22 | 36.36% | 0.864 | -0.32% | -10.87% | −21.67% |
Monthly P&L
| Year | Oca | Şub | Mar | Nis | May | Haz | Tem | Ağu | Eyl | Eki | Kas | Ara | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | · | -4.36% | · | · | · | · | -4.45% | · | +0.01% | · | · | · | -8.61% |
| 2025 | · | · | · | · | +2.15% | -2.35% | · | · | · | · | · | · | -0.25% |
| 2024 | · | -9.42% | · | · | · | +2.25% | · | · | · | · | · | -5.65% | -12.61% |
| 2023 | · | · | -1.52% | -3.81% | · | · | · | · | · | · | · | +3.89% | -1.59% |
| 2022 | +0.93% | · | -1.01% | · | · | · | · | · | · | · | · | · | -0.09% |
| 2021 | -7.04% | -2.46% | · | · | -2.82% | · | · | · | · | +1.29% | · | · | -10.75% |
| 2020 | · | -0.03% | · | · | · | · | · | · | · | · | · | · | -0.03% |
| 2019 | · | · | · | · | · | · | · | -0.35% | · | · | · | · | -0.35% |
| 2018 | +25.54% | · | · | · | · | · | · | · | · | · | · | · | +25.54% |
| 2017 | · | · | · | · | · | · | · | · | · | -1.47% | · | -9.44% | -10.77% |
Three real trades from the backtest
Best winner · #3
Worst loser · #14
Borderline case · #30
By timeframe
Where it breaks
On 1h the strategy did worst (-74.37% over 167 trades); the best timeframe was 4h (-21.99%). Buy & hold over the same history: +791.17%.
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 · 30
| # | Side | Entry | Stop | Target | Exit | Result | Net | R | Bars | Show |
|---|---|---|---|---|---|---|---|---|---|---|
| 30 | Short | 2026-08-31 16:00 2,466.45 |
2,553.07 | 2,293.19 | 2026-09-05 12:00 2,461.23 |
Timeout | +0.01% | +0.00R | 30 | |
| 29 | Short | 2026-07-23 12:00 1,925.07 |
1,967.74 | 1,839.73 | 2026-07-27 04:00 1,968.72 |
Stop-loss | -2.47% | -1.11R | 23 | |
| 28 | Short | 2026-07-07 20:00 1,789.56 |
1,848.63 | 1,671.44 | 2026-07-12 16:00 1,822.31 |
Timeout | -2.03% | -0.62R | 30 | |
| 27 | Long | 2026-02-04 16:00 2,152.92 |
2,064.16 | 2,330.43 | 2026-02-05 08:00 2,063.13 |
Stop-loss | -4.36% | -1.06R | 5 | |
| 26 | Long | 2025-06-19 16:00 2,494.22 |
2,441.80 | 2,599.04 | 2025-06-20 16:00 2,440.58 |
Stop-loss | -2.35% | -1.12R | 7 | |
| 25 | Short | 2025-05-14 16:00 2,596.19 |
2,779.23 | 2,230.11 | 2025-05-19 12:00 2,467.86 |
Timeout | +4.75% | +0.67R | 30 | |
| 24 | Short | 2025-04-27 20:00 1,807.11 |
1,847.29 | 1,726.74 | 2025-05-01 08:00 1,848.22 |
Stop-loss | -2.48% | -1.11R | 22 | |
| 23 | Short | 2024-12-02 12:00 3,587.20 |
3,780.47 | 3,200.65 | 2024-12-04 12:00 3,782.36 |
Stop-loss | -5.65% | -1.05R | 13 | |
| 22 | Short | 2024-05-28 12:00 3,902.39 |
4,014.63 | 3,677.90 | 2024-06-02 08:00 3,806.91 |
Timeout | +2.25% | +0.78R | 30 | |
| 21 | Short | 2024-02-21 20:00 2,911.53 |
3,061.40 | 2,611.80 | 2024-02-25 12:00 3,062.93 |
Stop-loss | -5.41% | -1.05R | 23 | |
| 20 | Short | 2024-02-20 04:00 2,905.55 |
2,953.91 | 2,808.82 | 2024-02-20 12:00 2,955.38 |
Stop-loss | -1.92% | -1.15R | 3 | |
| 19 | Short | 2024-02-12 08:00 2,500.45 |
2,553.40 | 2,394.55 | 2024-02-12 12:00 2,554.68 |
Stop-loss | -2.37% | -1.12R | 2 | |
| 18 | Short | 2023-12-09 00:00 2,357.53 |
2,405.66 | 2,261.28 | 2023-12-11 00:00 2,261.28 |
Take-profit | +3.89% | +1.90R | 13 | |
| 17 | Long | 2023-04-26 04:00 1,863.72 |
1,797.12 | 1,996.92 | 2023-04-26 20:00 1,796.22 |
Stop-loss | -3.81% | -1.07R | 5 | |
| 16 | Short | 2023-03-20 16:00 1,762.25 |
1,862.65 | 1,561.45 | 2023-03-25 12:00 1,755.81 |
Timeout | +0.17% | +0.03R | 30 | |
| 15 | Long | 2023-03-08 16:00 1,561.17 |
1,538.73 | 1,606.06 | 2023-03-08 20:00 1,537.96 |
Stop-loss | -1.68% | -1.17R | 2 | |
| 14 | Short | 2022-03-24 12:00 3,047.05 |
3,070.30 | 3,000.53 | 2022-03-24 12:00 3,071.84 |
Stop-loss | -1.01% | -1.33R | 1 | |
| 13 | Long | 2022-01-11 12:00 3,112.48 |
2,886.46 | 3,564.50 | 2022-01-16 08:00 3,310.35 |
Timeout | +6.15% | +0.85R | 30 | |
| 12 | Long | 2022-01-09 16:00 3,099.61 |
2,954.64 | 3,389.55 | 2022-01-10 12:00 2,953.16 |
Stop-loss | -4.92% | -1.05R | 6 | |
| 11 | Short | 2021-10-09 16:00 3,598.95 |
3,685.03 | 3,426.79 | 2021-10-10 20:00 3,426.79 |
Take-profit | +4.59% | +1.92R | 8 | |
| 10 | Short | 2021-10-07 12:00 3,574.06 |
3,677.53 | 3,367.12 | 2021-10-08 08:00 3,679.37 |
Stop-loss | -3.15% | -1.09R | 6 | |
| 9 | Short | 2021-05-08 12:00 3,538.77 |
3,629.47 | 3,357.37 | 2021-05-08 12:00 3,631.28 |
Stop-loss | -2.82% | -1.10R | 1 | |
| 8 | Short | 2021-02-09 12:00 1,752.52 |
1,791.25 | 1,675.06 | 2021-02-09 20:00 1,792.15 |
Stop-loss | -2.46% | -1.11R | 3 | |
| 7 | Short | 2021-01-11 04:00 1,104.47 |
1,389.05 | 535.2997 | 2021-01-16 00:00 1,179.93 |
Timeout | -7.04% | -0.27R | 30 | |
| 6 | Short | 2020-02-15 20:00 266.4967 |
291.8869 | 215.7163 | 2020-02-20 20:00 257.0885 |
Timeout | +3.33% | +0.35R | 30 | |
| 5 | Short | 2020-02-03 12:00 189.7451 |
195.4392 | 178.3569 | 2020-02-05 08:00 195.5369 |
Stop-loss | -3.26% | -1.08R | 12 | |
| 4 | Long | 2019-08-22 12:00 186.3731 |
177.2009 | 204.7176 | 2019-08-27 08:00 186.0869 |
Timeout | -0.35% | -0.07R | 30 | |
| 3 | Short | 2018-01-14 20:00 1,292.85 |
1,459.07 | 960.4263 | 2018-01-16 08:00 960.4263 |
Take-profit | +25.54% | +1.99R | 10 | |
| 2 | Short | 2017-11-30 12:00 421.3592 |
528.8527 | 206.3723 | 2017-12-05 08:00 460.2700 |
Timeout | -9.44% | -0.37R | 30 | |
| 1 | Long | 2017-10-24 12:00 308.3541 |
267.3541 | 390.3540 | 2017-10-29 08:00 304.4377 |
Timeout | -1.47% | -0.11R | 30 |
Spec v1 · engine 1.1.0 · 19,937 candles 2017-08-17 — 2026-09-24 12:00 · data hash b978129b0765
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.