Rayner Teo

Rayner Teo

Moving-average pullback

RECOMMENDED 4H · 1D Channel

Win rate

38.3%

Trades

107

Profit factor

3.39

profit > loss

Return

+59.1%

under hold +1096.7%

Drawdown

5.5%

Account curve

BTCUSDT · 1D2018-09-212026-09-19 · 8.0 years

StrategyBuy & hold

Wins and losses

38%win rate
  • Wins41
  • Losses66
Drawdown6%
Hold drawdown74%
Time in market28%

How it trades

  1. 1

    Timeframe

    4H · 1D

  2. 2

    Setup / filter

    close > SMA(200) AND the candle low touches or crosses below SMA(50)

  3. 3

    Entry

    the signal candle is a bullish reversal candle (bullish engulfing, or a hammer with a lower wick at least twice its body and the close in the top third) → market at the next candle open

  4. 4

    Stop

    lowest low of the 5 completed candles before the signal candle minus 1 × ATR(14)

  5. 5

    Target / exit

    Target: no fixed target · Rule exit: a close below SMA(50) closes the trade at the next open

  6. 6

    Risk

    1% of equity risked to the stop

Evidence

6
Rules executed
1
Published sources
4
Known limits

What this test cannot reproduce

Long side only: the mirror short setup cannot be executed on Spot.

He also teaches taking profit at a previous swing high or trailing the move; that judgement call is NOT applied, the published moving-average exit is used instead.

"Swing low" is mechanical here: the lowest low of the last 5 candles, with the stop 1 ATR(14) below it.

Published for forex, stocks and indices; this test runs on the crypto pair you named.