⚠ Important — read this. Pattern effectiveness percentages are computed by backtesting each pattern on this asset's real historical price data over the selected period. They describe what happened in the past. Patterns can and do fail — past performance does not guarantee future results. A 70% historical hit rate still means roughly 3 in 10 setups failed. Use this as one input among many, apply risk management (stop-loss, position sizing), and never risk capital you cannot afford to lose. This is educational analysis, not financial advice or a recommendation to trade.
Patterns Found
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on selected asset
Best Reliability
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historical hit rate
Backtest Win Rate
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all signals combined
Strategy Return
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vs buy & hold
Live Chart
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Detected Patterns
Pick an asset and press Analyze
Backtest — Equity Curve
strategy vs buy & hold
Backtest Report
Run an analysis to see the report
How effectiveness is calculated (full transparency)
For each asset we pull real daily price history (CoinGecko / Yahoo Finance). The engine scans for classic chart structures — double bottom, double top, head & shoulders, inverse head & shoulders, ascending / descending triangle, bull / bear flag, falling / rising wedge — using swing-point geometry and confirmation rules (neckline break, volume context where available).
Every time a pattern would have triggered in the backtest period, we record the outcome over the pattern's typical horizon (a few days for flags, weeks for H&S). Effectiveness % = historical trades that reached the measured target before the stop, divided by total occurrences. The backtest applies a fixed stop and target derived from the pattern's measured move, so the win rate is realistic, not cherry-picked.
High-probability context filters: a pattern is upgraded to "high probability" only when it aligns with the higher-timeframe trend (EMA50 direction), is not against a major support/resistance level, and the structure is clean (clear swing points). This mirrors how institutional desks treat technical setups — confluence over single signals.
Honest limitation: backtests use end-of-day data and a simplified fill model. Real execution has slippage, gaps and spread. Treat these numbers as a comparative edge indicator between patterns and assets, not a profit promise.