Not supported · Timeframes · before 2026-09-26 (committed 2026-09-30)

Is 1h '4.7x better' than daily?

What this means

The '4.7x better' claim compares total profit per stock, not profit per setup. The report's own table shows 50.4 trades per stock on 1h against 7.7 on daily, and the TradingView logs give 2.5 setups per stock-year on 1h against 0.4 on daily. Per setup, daily is actually better (+0.27R vs +0.19R); 1h only earns more in total because it trades far more often. The report also contains internal contradictions (an average profit factor of 27.15), so its figures should not be cited.

Explanation checked against the data.

By timeframe

Timeframe	Verdict	n	Result
15-minute	Not tested: check of one specific 1h-vs-1d report; the per-setup comparison across all four timeframes is tf-universe-sweeps
1-hour	Not supported	13,208	report's +9.19%/instrument; per setup +0.193R
4-hour	Not tested: check of one specific 1h-vs-1d report; the per-setup comparison across all four timeframes is tf-universe-sweeps
Daily	Not supported	2,098	report's +1.96%/instrument; per setup +0.273R (higher than 1h)

Hypothesis: The 1h timeframe produces much more return than daily on the same instruments.
Method: Comparison of two TradingView headline sweeps on 220 common instruments (1h min_dx vs 1d min_dx), min(D,X) stop; filter state not recorded.
Result: Report claims average PnL per instrument +9.19% (1h) vs +1.96% (1d), '4.7x higher alpha'. Per-setup TradingView logs show the reverse ordering: 1d +0.273R vs 1h +0.193R per setup; 1h simply has ~6x more setups.
How much to trust it: Low: report is internally inconsistent (7.7 vs 7.9 trades, DD 3.8% vs 5.8%, average PF 27.15); mixes trade count with edge
Did it change the live rule?: No.
Notes: Flagged as unreliable in hm_factsheet.md; do not cite.

Scripts and data for this study will be linked here when the research code is published on GitHub.

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Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).