3-BAR REVERSAL

← all strategies · id 3bar-rev · updated 2026-11-06

ACTIVElifecycle: paradigm shiftbuilt longdirection inverted by the rules

WHAT IT LOOKS FOR

Two red five-minute bars, then a bar that closes above both of their highs, while price is above VWAP.

two red 5-min bars
then a close above both
above VWAP

This strategy lost money in its original direction, so the rules flipped it: it now takes the opposite side of its own signal.

TRACK RECORD

Rule-following trades only. Trades a system fault touched are listed below and left out of these figures, because a strategy is not judged on a day the machine failed (rule 61). The site's overall total counts every trade.

+$105.11paper P&L, all time

64closed trades

34.4%win rate (22W / 42L)

+$1.64average per trade

+$238.49best: HPE long, 2026-09-03

−$145.11worst: ORCL long, 2026-07-24

First closed trade 2026-07-20 · last 2026-11-06 · long 61 trades +$116.86 · short 3 trades −$11.75

† 4 further trades on this strategy were hit by a system fault — an outage, a reboot, a missed end-of-day close-out — and made +$21.00 between them. They are not in the figures above, because a strategy is not judged on a day the machine failed (rule 61). They are still counted in the site’s overall total, which is every trade the broker filled. With them, this strategy shows 68 trades and +$126.11. What went wrong, and when.

These trades were executed on Moomoo. Results include every closed trade, winners and losers. Past results don't predict future returns.

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PERFORMANCE

QuantStats on this strategy's daily profit and loss, every closed trade, over 38 trading day(s). Returns are a share of the desk's opening paper equity, because a strategy shares the book rather than running its own account. Simulated money.

0.70Sharpeon the desk's opening equity

1.54Sortino

-0.38%max drawdownpeak to trough

1.16profit factor

+0.26%best day

-0.10%worst day

LAST 15 TRADES

closed	symbol	side	paper P&L
2026-11-06	ASTS	short	−$8.91
2026-11-04	CNP †	short	−$0.70
2026-11-02	HLN †	short	+$0.98
2026-10-30	AMZN	short	−$1.78
2026-10-29	XP †	short	+$13.32
2026-10-27	GLW	short	−$1.06
2026-10-23	WDC	long	−$21.87
2026-10-22	KMI	long	+$34.77
2026-10-21	CRWV	long	−$29.38
2026-10-19	CRWV	long	−$15.12
2026-10-14	IBRX	long	+$31.59
2026-10-14	FAST	long	−$92.29
2026-10-12	GSK	long	−$1.47
2026-10-08	MDT	long	+$7.02
2026-10-07	RXRX	long	−$29.06

WHERE IT STANDS

Test cycle 1, started 2026-10-23.

RULES THAT SHAPE IT

No rules written for this strategy alone.

Plus the 37 universal rules that govern every trade. Read the rulebook.