No saved results · Exits · 2026-09-13
Should the runner aim for 3R when D touches Camarilla S3?
What this means
The 3R runner on Camarilla S3 was adopted without any saved test. In the TradingView logs a runner reached TP3 in only 136, 159, 122 and 45 setups (0.8% to 3.1% of setups by timeframe). Each hit adds 0.5R over a TP2 exit, so the most the rule can add is about +0.004 to +0.015R per setup. Its cost (runners that passed 2R and then fell back) cannot be measured because the S3 flag is not logged, so the net effect is unknown but small either way.
Explanation checked against the data.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Inconclusive | 16,496 | TP3 hit on 0.8% of setups: at most +0.004R |
| 1-hour | Inconclusive | 13,208 | 1.2%: at most +0.006R |
| 4-hour | Inconclusive | 3,990 | 3.1%: at most +0.015R |
| Daily | Inconclusive | 2,098 | 2.1%: at most +0.011R |
- Hypothesis
- When D is within 0.5% of the Camarilla S3 level, a 3R runner target beats 2R.
- Method
- Own Python sims (no saved output). Measured afterwards from TradingView universe logs.
- Result
- No saved test behind the adoption. In the TV sweeps TP3 is hit on 0.8% / 1.2% / 3.1% / 2.1% of setups (15m/1h/4h/1d), so the gross gain is at most +0.004 / +0.006 / +0.015 / +0.011R per setup; the cost side cannot be measured (S3 flag not logged).
- How much to trust it
- Low: adoption has no saved evidence; effect at most ~1% of R
- Did it change the live rule?
- S3 -> TP3 adopted in the indicator 2026-09-19 (daily Camarilla), switched to monthly and added to the strategy 2026-09-30
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).