Not supported · Filters · 2026-10-01; timeframe gap fill 2026-10-11
Only buy when D sits at the 50-61.8% retracement of the big swing?
What this means
Requiring Point D to sit in the 50-61.8% retracement of the big prior swing did not help. On daily it made results worse (−0.18R with a 24-month swing, −0.19R with 12 months, both clear of zero), and daily in-zone setups trailed random entries by −0.24R. The only positive (1h, 24-month swing, +0.09R) disappears when the swing is measured over 12 months, which points to chance. The zone was fixed before testing, so this is a fair negative result. On 15m, where only the daily swing is needed, being in the zone makes no difference either (+0.01R).
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 supported | 16,012 | in-zone minus out: +0.012R (-0.043, +0.067) [24m], +0.007 [12m]; q=0.80 / 0.88 gap fill G14, 2026-10-11 (price data) |
| 1-hour | Inconclusive | +0.09R (+0.02, +0.16) [24m] but -0.03 [12m] | |
| 4-hour | Not supported | -0.09R (-0.22, +0.05) [24m] | |
| Daily | Not supported | -0.18R (-0.35, -0.02) [24m] |
- Hypothesis
- Setups whose D is 0.45-0.66 of the prior 24-month (or 12-month) low-to-high swing outperform.
- Method
- Own Python on TradingView trade logs (2016-26, 1d/4h/1h); split-adjusted daily prices; zone fixed in advance; in vs out of zone with bootstrap CI; also vs random entries.
- Result
- In-zone minus out-of-zone: 1d -0.18 (-0.35, -0.02) [24m], -0.19 (-0.34, -0.04) [12m]; 4h -0.09 (-0.22, +0.05), -0.06; 1h +0.09 (+0.02, +0.16) [24m] but -0.03 (-0.09, +0.04) [12m]. Daily in-zone setups trail random entries by -0.24 (-0.38, -0.10). 15m gap fill (2026-10-11): in minus out of zone +0.012R (-0.043, +0.067) [24m], +0.007 (-0.045, +0.059) [12m]; 17% of 16,012 setups in zone.
- How much to trust it
- Medium: pre-registered zone, TV setups, reproducible; intraday D approximated by daily low
- Did it change the live rule?
- not adopted
- Notes
- The 1h/24-month result is the only positive and vanishes with a 12-month swing.
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).