Inconclusive · Timeframes · before 2026-09-26 (committed 2026-09-30)
Does the strategy work on weekly charts?
What this means
Weekly charts gave only 246 tranche trades across 97 stocks, a median of 2 per stock, so the 55% win rate and small positive median say almost nothing. The scrape also read some stale panels: 4 rows show a profit with zero trades. Nothing can be concluded about weekly harmonics from this; a proper test would need TradingView trade logs over a much longer history or a far wider universe.
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: weekly-only study by design; 15m-1d are covered by tf-universe-sweeps | ||
| 1-hour | Not tested: weekly-only study by design; 15m-1d are covered by tf-universe-sweeps | ||
| 4-hour | Not tested: weekly-only study by design; 15m-1d are covered by tf-universe-sweeps | ||
| Daily | Not tested: weekly-only study by design; 15m-1d are covered by tf-universe-sweeps | ||
- Hypothesis
- Weekly harmonic setups are profitable across the universe.
- Method
- TradingView Strategy Tester headline scrape (AppleScript/Chrome), 1W, NasdaqAndSP list; min(D,X) stop, dual tranche; period not recorded.
- Result
- 170 symbols audited, 97 with trades, 246 tranche trades in total (median 2 per symbol); pooled tranche win rate 54.9%; 59/97 profitable; median PnL +1.49% per symbol.
- How much to trust it
- Low: about 1 setup per symbol; headline-only scrape; some rows show PnL with 0 trades (stale panel reads)
- Did it change the live rule?
- a weekly elite list was made but weekly alerts were dropped in the 2026-09-30 rebuild
- Notes
- Sample far too small to judge; the leaderboard's '100% win rate' tickers have 4 trades.
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).