Strategies / S44
Volume Climax Reversal
Buy a heavy down bar on three times the volume, hold five bars.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | +25.6% | +602% | 0.61 | -6.1% | 74.3% | 109 |
| Stocks, 1d | -3.7% | +28K% | -0.09 | -8.8% | 31.0% | 58 |
| Commodities, 1d | +0.9% | +1,833% | 0.05 | -5.3% | 53.1% | 32 |
| Indices, 1d | -0.4% | +878% | - | -2.5% | 50.0% | 4 |
The exact rule
- Go long when close is below open and volume is above 3 x SMA(20) and RSI(14) is below 35.
- Leave after 5 bars at most.
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
This runs the same engine in your browser on the latest candles, with your own costs. Press Replay to watch every entry and exit arrive bar by bar.
Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
Range High FadeShort a 60-bar high with RSI stretched: 3 ATR stop, 2R target, 48 bars at most.Hourly Edge FadeShort a 60-bar high at market: 3 ATR stop, 2R target. The most stable row of our October study.RSI Reversion 30/70Buy RSI under 30, sell over 70.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.