Camel cycle-low screener · daily ✅ signal · 10 assets · 02/08/2018 → 21/09/2026
Does buying the confirmed cycle low pay?
Every daily cycle-low confirmation the CF Cycle indicator has ever drawn on these charts, bought and stacked by one fixed rule set. Results in R — multiples of the risk taken on each trade — so a $3 stock and Bitcoin sit on the same scale.
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Equity curve
Cumulative R across all assets for whatever was opened in the chosen window, one closed trade at a time in exit-date order — positions or stacks, matching the unit chosen above. Both runs shown; the selected run is drawn on top.
Main · 1×ATR bufferControl · stop at the low
Year by year
Positions grouped by the year they were opened, for the selected run. The return column uses the risk-per-position setting above.
By asset
Total R per asset for the selected run. Hover a bar for trades and win rate.
Does stack depth decide it?
Every stack in the window, grouped by how many positions ended up in it. A stack only grows when the indicator keeps printing fresh cycle lows while the trade is still alive — so depth is a record of how long the move ran, not a decision you make.
Biggest stacks
Positions that closed together are one stack. These are the ten stacks that made the most R in total, and the three that lost the most.
Against simply holding
The same window, the same asset, two ways: trade every confirmed cycle low, or buy once at the start and never sell. Buy and hold is the plain price change. The strategy column converts its R into a percentage at the risk-per-position you chose above, so the two sit on one scale.
Read it with the caveats below in mind: holding compounds and is invested the whole time, while the strategy risks a fixed slice per position, does not compound here, and is out of the market for most of the window — the in market column says how much.
Scoreboard
Per-asset statistics for the selected run and window. Open positions are counted but excluded from the numbers.
The rules
Signal
A daily ✅ from the CF Cycle indicator — the confirmation that a ▲ cycle low is in.
Entry
Buy at the open of the bar after the ✅ bar — every time, stacking a new position on top of any already held. Long only.
Stop
Main: cycle low − 1×ATR(14) measured on the ✅ bar. Control: the cycle low itself.
Trail
The whole stack shares one stop. Every later ✅ moves it under the newest cycle low (same formula). Never lowered.
Exit
First bar whose low touches the shared stop closes every position in the stack at the stop — or at the open if it gapped through.
Score
Each position scores its own R = (exit − entry) ÷ (entry − stop when it opened). 1R is the money risked on that position.
Read this before trusting it
- Look-ahead in the ▲. The chart shows the indicator's final opinion of where each cycle low sits. If it moved a ▲ after the fact (🔄), the backtest sees the moved one. Entries are still only taken after the ✅ bar closes.
- No costs. No commission, spread or slippage. On a 1×ATR stop those are small; on the control run's tighter stop they matter more.
- History differs per asset. The chart gives up about 2,000 daily bars per symbol. Stocks and metals reach back to 2018–19; crypto trades seven days a week, so Bitcoin and Ether only reach early 2021. The scoreboard shows each asset's real span.
- A stop-out is not one loss per position. The shared stop only ever moves up, under each new cycle low. By the time it is hit, the positions opened earliest are usually already above it — so they close in profit, or for a fraction of 1R. Only the newest position, whose stop is still the one it opened under, loses a full 1R. Across the 18 stacks of four on this page: on average 1.2 positions lost a full 1R, 1.7 closed in profit, and the stack as a whole averaged +0.45R. The worst of them was −3.17R, not −4R.
- A gap is the one way to lose more than 1R. If the bar opens below the shared stop the whole stack is filled at that open, not at the stop. That is how the worst stack on this page (ARKK, 2 positions, −3.68R) lost more than a position was ever risking.
- A stack that never gets a second signal cannot win. The only exit in these rules is the stop — there is no take-profit. A lone position sits under the stop it opened with, so the only way out is below its entry. 55 of the stacks here are lone positions (33% of them) and not one made money. That is most of what drags the headline win rate down, and it is structural, not bad luck.
- Small quick losses, rare slow winners. The median losing stack is −1.00R and is over in 47 days. The median winner is +2.21R and is held 205 days. Worst stack on record −3.68R; best +185.99R. A win rate under half is what that shape looks like — the strategy is paid by the few stacks that run, not by being right often.
- Stack or position — pick your unit. Per position, each 1R bet is scored on its own, so a stack of four that stopped out reads as four separate outcomes — typically a couple of winners and a couple of losers, not four losses. Per stack, those four are the one trade you actually took and it reads as a single loss of the summed R. Over the whole history the total R is identical either way; the win rate and the averages are not.
- Inside a shorter window the two units differ slightly. A window keeps whatever was opened in it. Per position that means a later add-on can fall outside the window while its stack-mates sit inside it; per stack the whole stack counts, dated from its first entry. So a window total can move by a point or two when you switch units. The All window is unaffected.
- The hold comparison is not like for like, and cannot be. Holding is fully invested and compounds. The strategy risks a fixed slice of the account per position, is flat most of the time, and its percentages here are simple R × your risk setting with no compounding. It also clips to each asset own data, so a 5-year window on a young asset compares whatever span it actually has. Treat the difference as a direction, not a precise edge.
- Open trades (still running at the last bar) are shown at the last close and left out of every statistic.
- The % figures are a rough translation, not a simulation. They multiply R by the risk-per-position you chose (say 1% of the account per position), with no compounding. Stacked positions are open at the same time, so a stack of five commits 5% of the account — though not 5% of it is still at risk, because the shared stop has moved up under the older positions by then.
Built 22/09/2026 · camel-screener/backtest · node build_page.mjs