Something is off about simplicity of this strategy and some other params need to be evaluated and implemented in the logic.. Any idea why?
i track what IB is generated first high or low and i also track OBV readings..
some initial findings
Your Winning Secret: Trade DIVERGENCE, Not Alignment
The Shocking Stats:
SEPT-DEC (LOSING PERIOD):
95% ALIGNED correlation → 9.7% win rate 💀
60% fill rate (too many trades)
Win Rate: 3 wins / 28 losses
DEC-FEB (WINNING PERIOD):
100% DIVERGENT correlation → 61.1% win rate 🎯
43% fill rate (selective)
Win Rate: 11 wins / 2 losses
When OBV and Price disagree during IB:
Price shows one direction but volume/conviction shows another
This creates the retracement setup you're trading
The fib entry catches the "correction" back
When they agree:
The move is "confirmed" and keeps going
Your fib retracement never gets hit OR gets run over
No edge