Core Rule: Signal Flip
Going backward from NOW to past: when signal type changes R→G or G→R, that is the trend start.
Forward equivalent: the first signal of type X after one or more signals of type Y.
Challenge: is this X the real flip or will another Y follow?
R Signal (SELL candidate)
Orange ● RSI crosses below 70, RSI still 50–70 → weak
Red ✚ RSI crosses below 70, RSI now <50 → strong (big drop)
Best R signal: after series of G signals + RSI peak was ≥72 + Quark falling
G Signal (BUY candidate)
Lime ● RSI crosses above 30, RSI still 30–50 → normal
Yellow-Green ✚ RSI crosses above 30, RSI already >50 → strong
Best G signal: after series of R signals + RSI trough was ≤28 + Quark rising
ROS(300) Oscillator
ROS = RSI₂₁(ROC₃(RMA₃₀₀(EMA₅(close))))
(original 5000 → changed to 300 for M1)
Measures medium-term trend momentum. Key finding:
ROS aligned with signal = WEAKER (already priced in)
ROS counter-trend = NEUTRAL
Best ROS use: S9c — ROS also crossed 70/30 within last 15 bars (dual oscillator confirmation)
Consecutive Count Filter
Multiple consecutive signals of same type = oscillation / noise in that zone.
R, R, R, G → the G is likely real (previous trend exhausted)
G, G, G, R → the R is likely real
Strategy S3: require ≥2 consecutive before flip counts.
★★★★★ THE GRAIL — SDIV_S12_S3_S11
4 simultaneous conditions:
1. Signal FLIP (R→G or G→R)
2. RSI Divergence vs previous same signal
3. RSI Overshoot ≥75 (R) or ≤25 (G)
4. RSI Count≥2 consecutive same-type
5. RSI Fast crossing (>5 pts past threshold)
WR: 74.5% | PF: 2.27 | MaxDD: 486p | 161 trades
~7 trades/month on M1 CADCHF 2022-2024
★★★★★ v3 BEST — SDIV_S12_S11_ZD3_NY
v3 upgrade: 5 conditions + NY session:
1. Signal FLIP + RSI Divergence
2. RSI Overshoot ≥75 (R) or ≤25 (G)
3. RSI Fast crossing (>5 pts past threshold)
4. RSI Zone Duration ≥3 bars in OB/OS
5. NY session only (hours 12–21)
WR: 82.5% | PF: 6.76 | MaxDD: 221p | 126 trades
~44 trades/yr · 3× better PF than GRAIL v2
★★★★★ v5 BEST — SDIV_S12_S11_ZD3_NY_TM5_TSL (Trailing Stop)
Trailing Stop (activate +20p, trail -15p):
Entry: v4 best conditions (ZD3+NY+TrueM5RSI)
SL: lock in profits once +20p reached; trail 15p below peak
WR: 90.3% | PF: 9.92 | MaxDD: 36p | 93 trades
MaxDD drops 165→36p (78% reduction!)
Key finding — Fixed SLs HARMFUL on M1:
SL20: WR 15% | SL30: WR 28% | SL50: WR 43% | ATR-SL: WR 7%
M1 noise whipsaws into SL then reverses — the signal WAS right!
★★★★★ v4 BEST (no SL) — SDIV_S12_S11_ZD3_NY_TM5
v3 BEST + true M5 RSI confirmation:
1–5. All v3 best conditions (ZD3+NY)
6. True M5 RSI(11) also in zone (>65/<35)
(proper 5-bar resampling — not period proxy)
WR: 81.7% | PF: 9.74 | MaxDD: 165p | 93 trades
~32 trades/yr · MaxDD reduced by 25%
Also strong (v4):
• LNNY+ATR: 60t, 90.0% WR, PF 7.71 (London-NY hours 15-19)
• ZD3+NY+ATR: 93t, 83.9% WR, PF 7.21 (ATR not-dead filter)
• LNNY+Div3+ATR: 43t, 90.7% WR, PF 5.35 (max filters)