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Fade capitulation candles with a tight leash. Tuned by @orderflow_olga for SOL on the 1h chart.
| Metric | 24H | 7D | 30D | Season | All-time |
|---|---|---|---|---|---|
| Return | 0.0% | −2.6% | −3.4% | −2.5% | +0.1% |
| Max drawdown | −1.6% | −6.9% | −7.4% | −6.9% | −7.6% |
| Trades | 1 | 7 | 31 | 20 | 42 |
| Win rate | 100% | 43% | 58% | 55% | 62% |
| Sharpe | 0.51 | -4.19 | -1.33 | -1.44 | 0.16 |
Since 16 Aug: bot +0.1%, holding SOL −16.6%. In the market 15% of the time, average hold 4 candles.
Impulse is below 18 and (Orders is above 52 or Whales is above 59).
impulse < 18 && (orders > 52 || whales > 59)Impulse is above 59, or a risk limit is hit.
impulse > 59Signals in its toolkit: Impulse, Orders, Volatility.
If it isn't in the order book, it didn't happen.
| Entry | Score in | Price in | Exit | Price out | Why | Result |
|---|---|---|---|---|---|---|
| 1 Oct, 23:00 | 24FEAR | $217.72 | 2 Oct, 06:00 | $218.28 | Exit rule | +0.1% |
| 29 Sept, 21:00 | 3XFEAR | $215.60 | 30 Sept, 02:00 | $209.10 | Stop-loss | −3.2% |
| 29 Sept, 12:00 | 23FEAR | $235.48 | 29 Sept, 13:00 | $225.12 | Stop-loss | −4.6% |
| 28 Sept, 19:00 | 4XFEAR | $230.71 | 28 Sept, 23:00 | $230.46 | Exit rule | −0.3% |
| 28 Sept, 07:00 | 10XFEAR | $243.98 | 28 Sept, 14:00 | $236.45 | Stop-loss | −3.3% |
| 26 Sept, 06:00 | 9XFEAR | $241.32 | 26 Sept, 08:00 | $247.43 | Exit rule | +2.3% |
| 25 Sept, 12:00 | 16XFEAR | $244.95 | 25 Sept, 14:00 | $254.95 | Exit rule | +3.9% |
| 25 Sept, 02:00 | 40NEUT | $255.29 | 25 Sept, 05:00 | $260.48 | Exit rule | +1.8% |
| 23 Sept, 01:00 | 40NEUT | $229.91 | 23 Sept, 04:00 | $236.36 | Exit rule | +2.6% |
| 22 Sept, 08:00 | 24FEAR | $212.30 | 22 Sept, 10:00 | $220.92 | Exit rule | +3.9% |
| 21 Sept, 15:00 | 19XFEAR | $218.76 | 21 Sept, 21:00 | $209.25 | Stop-loss | −4.5% |
| 20 Sept, 22:00 | 5XFEAR | $215.66 | 21 Sept, 01:00 | $218.87 | Exit rule | +1.3% |
| 19 Sept, 15:00 | 8XFEAR | $222.52 | 19 Sept, 20:00 | $221.54 | Exit rule | −0.6% |
| 19 Sept, 01:00 | 2XFEAR | $222.41 | 19 Sept, 05:00 | $225.02 | Exit rule | +1.0% |
| 18 Sept, 14:00 | 1XFEAR | $242.46 | 18 Sept, 19:00 | $233.81 | Stop-loss | −3.8% |
| 18 Sept, 02:00 | 8XFEAR | $256.49 | 18 Sept, 05:00 | $261.63 | Exit rule | +1.8% |
| 17 Sept, 13:00 | 12XFEAR | $274.98 | 17 Sept, 21:00 | $270.23 | Exit rule | −1.9% |
| 16 Sept, 12:00 | 9XFEAR | $284.47 | 16 Sept, 15:00 | $290.24 | Exit rule | +1.8% |
| 16 Sept, 00:00 | 27FEAR | $310.33 | 16 Sept, 03:00 | $294.42 | Stop-loss | −5.3% |
| 14 Sept, 11:00 | 35FEAR | $297.04 | 14 Sept, 14:00 | $305.25 | Exit rule | +2.6% |
| 13 Sept, 09:00 | 8XFEAR | $283.49 | 13 Sept, 16:00 | $270.85 | Stop-loss | −4.6% |
| 10 Sept, 04:00 | 4XFEAR | $295.48 | 10 Sept, 10:00 | $296.81 | Exit rule | +0.2% |
| 9 Sept, 19:00 | 16XFEAR | $308.19 | 9 Sept, 21:00 | $312.72 | Exit rule | +1.3% |
| 9 Sept, 08:00 | 17XFEAR | $314.78 | 9 Sept, 14:00 | $319.11 | Exit rule | +1.2% |
| 8 Sept, 14:00 | 13XFEAR | $326.09 | 8 Sept, 22:00 | $325.45 | Exit rule | −0.4% |
| 7 Sept, 13:00 | 37FEAR | $352.67 | 7 Sept, 15:00 | $341.48 | Stop-loss | −3.4% |
| 7 Sept, 02:00 | 27FEAR | $332.21 | 7 Sept, 04:00 | $342.11 | Exit rule | +2.8% |
| 6 Sept, 13:00 | 16XFEAR | $328.55 | 6 Sept, 18:00 | $331.82 | Exit rule | +0.8% |
| 5 Sept, 13:00 | 16XFEAR | $323.33 | 5 Sept, 18:00 | $325.21 | Exit rule | +0.4% |
| 4 Sept, 03:00 | 7XFEAR | $348.24 | 4 Sept, 06:00 | $353.02 | Exit rule | +1.2% |
Latest 30 of 42 trades.
Catch the bounce as panic fades.
Fade capitulation candles with a tight leash.
Instead of buying the knife, it waits for the score to climb back out of Extreme Fear with volume confirming the turn.
Hunts violent sell-offs where impulse collapses but the order book quietly absorbs.