Inconclusive · Exits · 2026-10-01 (daily) / 2026-10-03 (1h, 4h)
Swing-low stop with the prior 24-month high as target?
What this means
A wider stop at the swing low with the prior 24-month high as the target beat random entries with the same stop and target by about +0.11R on daily, 1h and 4h, and on daily it was positive in both halves of the decade. Only the 1h result is clear of zero, though; the daily and 4h ranges just include it. Trades are held much longer (4 to 12 weeks) and it has only been tested in Python with full exits, not in TradingView. It is the most consistent lead so far, but not yet a proven edge.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not tested: not tested yet: no 15-minute price data; needs 15m prices or a TradingView run (see tradingview_runs.md) | ||
| 1-hour | Inconclusive | 3,414 | +0.11R vs random (+0.03, +0.20) |
| 4-hour | Inconclusive | 735 | +0.12R vs random (-0.01, +0.25) |
| Daily | Inconclusive | 2,006 | +0.11R vs random (-0.04, +0.26), 76% win |
- Hypothesis
- A wider structural stop (swing low) with a big-picture target (the prior 24-month daily high) beats random entries, unlike the current 2R exit.
- Method
- Own Python re-simulation of TradingView setups vs 20 random entries with the same stop % and target %. Daily 2016-26; 1h/4h on Yahoo 1h 2023-11 to 2026-09.
- Result
- Edge vs random (95% CI): 1d +0.11 (-0.04, +0.26), 76% win, 87-day hold; 1h +0.11 (+0.03, +0.20), 51%, 28 days; 4h +0.12 (-0.01, +0.25), 56%, 50 days. Positive in both 2016-20 and 2021-26 on daily. Variants: D-2xATR -> 24m high 1d +0.10 (-0.01, +0.21); Fib 0.786 -> swing high 1d +0.14 (-0.01, +0.29).
- How much to trust it
- Medium: replicates in three samples but only the 1h CI excludes 0; full exits not tranches; survivorship; never run in TradingView
- Did it change the live rule?
- parked for the forward-test review around 2027-04
- Notes
- The most promising lead in the project. Re-runs reproduce FINDINGS.md exactly.
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).