Not supported · Patterns · 2026-10-10
Does the pattern ranking hold across timeframes?
What this means
The best and worst patterns change from one timeframe to the next: Gartley is the worst on 1h (+0.14R) and the best on 4h (+0.49R). Shark makes up about 75% of setups, so every other pattern has only 28 to 1,281 setups per timeframe, and rankings at those sizes are mostly noise. There is no evidence that any one pattern is reliably better.
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 | 16,496 | Bat +0.00 to Deep Crab +0.19 |
| 1-hour | Not supported | 13,208 | Gartley +0.14 to Bat +0.25 |
| 4-hour | Not supported | 3,990 | Cypher +0.08 to Gartley +0.49 |
| Daily | Not supported | 2,098 | Crab +0.21 to Deep Crab +0.49 |
- Hypothesis
- The best pattern on one timeframe is also best on the others.
- Method
- Mean setup R by pattern from the four TradingView universe sweeps.
- Result
- 1h: Gartley +0.14 (worst) to Bat +0.25; 4h: Cypher +0.08 to Gartley +0.49; 1d: Crab +0.21 to Deep Crab +0.49; 15m: Bat +0.00 to Deep Crab +0.19. Shark is 75% of setups everywhere; other patterns have 28-1,281 setups.
- How much to trust it
- Medium: TV fills, but small per-pattern samples outside Shark
- Did it change the live rule?
- No.
- Notes
- Gartley goes from worst (1h) to best (4h): rankings are noise at these sample sizes.
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).