No saved results · Filters · 2026-09-13
Does Camarilla S3 confluence at D improve setups?
What this means
This tested whether setups with Point D at the Camarilla S3 level win more often. Nothing was saved, and the simulation entered the bar after D, which is look-ahead. Nothing can be concluded about S3 as a filter. S3 was later used as a trigger for a 3R runner instead (see exit-s3-tp3); testing it as a filter would need the S3 flag logged on every TradingView trade.
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: S3 flag not logged and could not be rebuilt reliably from prices (hm/s3est.py); needs a sweep with 'Require Camarilla S3 Shelf Confluence' on (see tradingview_runs.md) | ||
| 1-hour | Not tested: not tested yet: S3 flag not logged and could not be rebuilt reliably from prices (hm/s3est.py); needs a sweep with 'Require Camarilla S3 Shelf Confluence' on (see tradingview_runs.md) | ||
| 4-hour | Not tested: not tested yet: S3 flag not logged and could not be rebuilt reliably from prices (hm/s3est.py); needs a sweep with 'Require Camarilla S3 Shelf Confluence' on (see tradingview_runs.md) | ||
| Daily | Not tested: not tested yet: S3 flag not logged and could not be rebuilt reliably from prices (hm/s3est.py); needs a sweep with 'Require Camarilla S3 Shelf Confluence' on (see tradingview_runs.md) | ||
- Hypothesis
- Setups where D touches the Camarilla S3 level win more often.
- Method
- Own Python sims, yfinance 1h, liquid list + 3 commodities + 3 crypto; daily/weekly S3.
- Result
- No saved output (console only).
- How much to trust it
- Low: entry at D+1 (look-ahead); nothing saved
- Did it change the live rule?
- S3 confluence was adopted as a TP3 (3R) runner trigger (see exit-s3-tp3), not as a filter
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).