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.
Only 27 closed trades — too few to judge the strategy. Treat the numbers as an illustration.
Results
Trades
27
Win rate
37.04%
Profit factor
0.962
Avg R
-0.11R
Net P&L
-8.57%
Max drawdown
−24.93%
Buy & hold
+4,015.79%
Avg duration
3g 7sa
| Side | Trades | Win rate | Profit factor | Avg trade | Net P&L | Max drawdown |
|---|---|---|---|---|---|---|
| All | 27 | 37.04% | 0.962 | -0.11% | -8.57% | −24.93% |
| Long | 10 | 30% | 1.115 | +0.29% | +0.57% | −12.95% |
| Short | 17 | 41.18% | 0.891 | -0.35% | -9.09% | −20.78% |
Monthly P&L
| Year | Oca | Şub | Mar | Nis | May | Haz | Tem | Ağu | Eyl | Eki | Kas | Ara | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | +3.09% | · | -1.58% | · | +5.62% | · | · | · | -3.08% | · | -7.29% | · | -3.71% |
| 2024 | · | · | +6.48% | · | · | · | · | · | -6.26% | · | +5.11% | · | +4.91% |
| 2023 | · | · | · | +3.69% | -0.57% | · | -11.24% | · | · | -8.91% | · | +8.91% | -9.22% |
| 2022 | +10.48% | · | · | · | -0.84% | +2.10% | · | · | · | -3.70% | -5.66% | · | +1.62% |
| 2021 | · | +0.98% | · | -7.65% | · | · | · | -1.75% | · | · | +7.06% | · | -1.91% |
Three real trades from the backtest
Best winner · #21
Worst loser · #6
Borderline case · #8
By timeframe
Where it breaks
On 1h the strategy did worst (-22.39% over 131 trades); the best timeframe was 1d (+0.34%). Buy & hold over the same history: +4,015.79%.
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 · 27
| # | Side | Entry | Stop | Target | Exit | Result | Net | R | Bars | Show |
|---|---|---|---|---|---|---|---|---|---|---|
| 27 | Long | 2025-11-10 00:00 164.6123 |
152.9922 | 187.8524 | 2025-11-12 16:00 152.9157 |
Stop-loss | -7.29% | -1.03R | 17 | |
| 26 | Short | 2025-08-30 00:00 204.9875 |
221.1158 | 172.7308 | 2025-09-03 20:00 210.8754 |
Timeout | -3.08% | -0.39R | 30 | |
| 25 | Short | 2025-05-14 20:00 176.9815 |
187.4202 | 156.1039 | 2025-05-19 16:00 166.6933 |
Timeout | +5.62% | +0.95R | 30 | |
| 24 | Long | 2025-03-01 00:00 148.2541 |
124.1355 | 196.4912 | 2025-03-05 20:00 146.2069 |
Timeout | -1.58% | -0.10R | 30 | |
| 23 | Short | 2025-01-25 08:00 247.1464 |
272.5721 | 196.2949 | 2025-01-30 04:00 239.0195 |
Timeout | +3.09% | +0.30R | 30 | |
| 22 | Short | 2024-11-12 20:00 213.0634 |
227.7331 | 183.7241 | 2024-11-17 04:00 227.8470 |
Stop-loss | -7.15% | -1.04R | 27 | |
| 21 | Long | 2024-11-05 20:00 164.1720 |
153.1504 | 186.2154 | 2024-11-06 04:00 186.2154 |
Take-profit | +13.20% | +1.97R | 3 | |
| 20 | Long | 2024-09-04 20:00 133.2566 |
125.2320 | 149.3058 | 2024-09-06 16:00 125.1694 |
Stop-loss | -6.26% | -1.04R | 12 | |
| 19 | Short | 2024-03-19 08:00 186.0469 |
215.3221 | 127.4966 | 2024-03-24 04:00 173.6268 |
Timeout | +6.48% | +0.41R | 30 | |
| 18 | Short | 2023-12-26 12:00 114.7526 |
127.2521 | 89.7535 | 2023-12-31 08:00 104.3121 |
Timeout | +8.91% | +0.82R | 30 | |
| 17 | Short | 2023-10-26 12:00 31.8041 |
34.5555 | 26.3013 | 2023-10-30 08:00 34.5728 |
Stop-loss | -8.91% | -1.03R | 24 | |
| 16 | Short | 2023-07-12 04:00 21.8990 |
22.5402 | 20.6168 | 2023-07-12 12:00 22.5514 |
Stop-loss | -3.18% | -1.09R | 3 | |
| 15 | Short | 2023-07-05 12:00 18.6907 |
20.1970 | 15.6779 | 2023-07-06 08:00 20.2071 |
Stop-loss | -8.32% | -1.03R | 6 | |
| 14 | Long | 2023-04-27 16:00 22.2611 |
20.4586 | 25.8661 | 2023-05-02 12:00 22.1789 |
Timeout | -0.57% | -0.07R | 30 | |
| 13 | Long | 2023-04-26 00:00 21.9510 |
20.5507 | 24.7516 | 2023-04-26 20:00 20.5404 |
Stop-loss | -6.61% | -1.04R | 6 | |
| 12 | Short | 2023-04-18 00:00 24.5577 |
26.3389 | 20.9953 | 2023-04-22 20:00 21.8009 |
Timeout | +11.04% | +1.52R | 30 | |
| 11 | Short | 2022-11-01 08:00 33.0135 |
34.7979 | 29.4446 | 2022-11-05 00:00 34.8153 |
Stop-loss | -5.66% | -1.05R | 23 | |
| 10 | Short | 2022-10-01 12:00 33.0035 |
35.6580 | 27.6945 | 2022-10-06 08:00 34.1571 |
Timeout | -3.70% | -0.46R | 30 | |
| 9 | Long | 2022-06-05 00:00 39.0395 |
34.9412 | 47.2361 | 2022-06-09 20:00 39.9400 |
Timeout | +2.10% | +0.20R | 30 | |
| 8 | Long | 2022-05-15 12:00 53.4767 |
43.8213 | 72.7876 | 2022-05-20 08:00 53.1334 |
Timeout | -0.84% | -0.05R | 30 | |
| 7 | Long | 2022-01-11 16:00 137.1585 |
128.3795 | 154.7166 | 2022-01-13 12:00 154.7166 |
Take-profit | +12.58% | +1.96R | 12 | |
| 6 | Long | 2022-01-05 00:00 167.8239 |
165.1168 | 173.2380 | 2022-01-05 16:00 165.0343 |
Stop-loss | -1.86% | -1.15R | 5 | |
| 5 | Short | 2021-11-07 20:00 246.8665 |
263.7893 | 213.0209 | 2021-11-12 16:00 228.9644 |
Timeout | +7.06% | +1.03R | 30 | |
| 4 | Short | 2021-08-22 00:00 73.8151 |
84.0559 | 53.3334 | 2021-08-26 20:00 74.9575 |
Timeout | -1.75% | -0.13R | 30 | |
| 3 | Short | 2021-04-08 16:00 26.1455 |
28.0776 | 22.2813 | 2021-04-09 04:00 28.0917 |
Stop-loss | -7.65% | -1.04R | 4 | |
| 2 | Short | 2021-02-13 08:00 9.1454 |
10.1227 | 7.1909 | 2021-02-18 04:00 8.5527 |
Timeout | +6.29% | +0.59R | 30 | |
| 1 | Short | 2021-02-12 04:00 9.4133 |
9.8590 | 8.5220 | 2021-02-12 08:00 9.8639 |
Stop-loss | -4.99% | -1.05R | 2 |
Spec v1 · engine 1.1.0 · 13,414 candles 2020-08-11 — 2026-09-24 16:00 · data hash 439aca9b9aee
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.