In a trending market, wait for price to pull back to the 20-EMA, then enter in the direction of the trend.
“Trends breathe. The 20-EMA is where institutional money often re-enters. Don't chase — wait for the pullback, even if it means missing some moves.”
Every variant we walk-forward-tested collapsed out-of-sample (OOS SQN < 1.0 or negative). The in-sample numbers shown below are the RAW backtest — they did NOT transfer to unseen data. Reject for live trading.
This strategy: Mode A walk-forward on legacy_5m: ema100 variant had OOS SQN -3.80 (severe fail). Featured snap_4h config is untested on rolling, but the lower-TF variant collapses hard, which argues against the system in general.
TV Wave-2 multi-year on 5m: WORST of the wave. -140k MYR, 16% WR, 1,406 trades. EMA20 gets touched constantly on 5m so the pullback bounce fires nonstop. This is a daily-TF strategy mis-applied to intraday.
Did not show a stable edge in the sample — treat with caution.
{
"dataset": "snap_4h",
"tf": "4h",
"params": {
"emaPeriod": 20,
"touchTicks": 3
},
"trades": 63,
"winRate": 42.86,
"netProfitMYR": 5535,
"profitFactor": 1.28,
"sqn": 0.94,
"maxDrawdownMYR": 5160
}