Strategy Detail

Harmonic Patterns

Trade a named harmonic pattern. Each one is a five-point price structure defined by Fibonacci ratios; the strategy enters at the completion point, targets a retracement, and stops just beyond the structure.

Harmonic patterns are price structures defined by Fibonacci ratios between swing points. A handful of swing highs and lows, in the right proportions, mark a spot where price has historically turned. The classic names, Gartley, Bat, Butterfly, Crab, Cypher, all describe the same idea with different ratio rules: find where a move is likely exhausted, then trade the reversal.

This strategy trades one named pattern at a time. On every bar it looks for the pattern’s geometry in the recent swing points. When the final point completes a valid structure, it enters in the reversal direction with a fixed plan: a target at a Fibonacci retracement of the move, and a stop just beyond the completion point.

How it finds a pattern

Every harmonic pattern is built from swing pivots, the local highs and lows that anchor a structure. The strategy detects those pivots as they confirm, then checks whether the most recent five (four for AB=CD) hold the pattern’s ratio rules within a tolerance.

A pivot only counts once enough later bars confirm it is a genuine turn, so the strategy never acts on a swing that has not formed yet. Entry happens on the bar the final pivot confirms, which is the earliest point a trader could actually act. That makes the backtest honest: it never enters at a price it could only know in hindsight.

Strictness

Strictness is a single control that bundles two things: how significant a swing has to be before it counts as a pivot, and how close the ratios have to be to the textbook numbers. Tighter settings produce fewer, cleaner structures; looser settings produce more setups with more noise.

Strictness	Swing size	Ratio tolerance	Character
Strict	4 bars each side	3%	Fewest setups, closest to the textbook shape
Balanced	3 bars each side	5%	The default middle ground
Loose	2 bars each side	9%	Most setups, looser shapes, more noise

“Swing size” is how many bars on each side a high or low must exceed to count as a pivot. “Ratio tolerance” is how far each Fibonacci ratio may stray from its ideal value and still qualify. These are the exact values the engine uses, so a run is fully reproducible from the pattern, strictness, contract, and timeframe.

Timeframe

Harmonic structures are rare on daily bars. A strict Gartley turns up only about once a decade on a daily chart, far too seldom to judge. They are far more common intraday, so 15-minute is the default: cleaner swings and fewer but more significant structures. 5-minute produces many more setups at the cost of more noise. You can test any timeframe; the slower ones simply fire less often, which the trade count makes plain.

How it trades the completion

When a pattern completes, the strategy enters at the close of the confirming bar. It places a target at a 0.618 retracement of the structure’s anchor leg and a stop just beyond the completion point, both sent as a bracket so the trade exits on its own when either is reached. If neither is hit within a fixed window, the trade closes at the market.

The sample backtests below are real results, with commissions and slippage, not a count of how often the textbook shape “worked”. Some patterns reverse cleanly and some do not; the numbers tell you which.

Patterns

The nine patterns below share this same entry, target, and stop logic. They differ only in geometry: which Fibonacci ratios define a valid structure and how far the completion point sits from the origin. Each links to its full definition in the pattern catalog, with the ratio rules and the idea behind it, alongside sample backtests across NQ, ES, and gold.

FAQ

Do harmonic patterns work?

Harmonic patterns like the Gartley, Bat, Butterfly, Crab, and Cypher are described everywhere but rarely tested. This family scores each completed pattern by the trade its geometry implies: enter at the completion point, target a 0.618 retracement, and stop just beyond the structure, with commissions and slippage included. The win rate on each pattern page is a real backtest result rather than a count of how often the textbook shape “worked”, so open a pattern and run it to see what the data shows.

Are harmonic patterns reliable, and do they repaint?

The detection is built to avoid hindsight: a pivot only counts once enough later bars confirm it is a genuine turn, and entry happens on the bar the final pivot confirms, the earliest point a trader could actually act. That makes the backtest honest about what was knowable in real time. Reliability still varies by pattern, since some reverse cleanly and some do not, so the per-pattern numbers are the way to tell them apart.

What timeframe and strictness should I test harmonic patterns on?

Harmonic structures are rare on daily bars, where a strict Gartley turns up only about once a decade, so this strategy runs on 15-minute and 5-minute bars, with 15-minute as the default for cleaner swings. Strictness bundles how significant a swing must be and how close the ratios must match the textbook, with tighter settings giving fewer, cleaner structures and looser settings giving more setups with more noise. The catalog lets you compare patterns, and each page reports the backtested result for the settings used.

Test this strategy

Run it on your contracts, timeframes, and parameters.

Run backtest

Pattern catalog (9)

Each pattern shows its shape and a short definition, then its sample backtests run at identical defaults. The shape and description link to the full pattern page.

Patterns

B = 0.618 of XA
C = 0.382-0.886 of AB
D = 1.272-1.618 of BC
D = 0.786 of XA

Gartley

View pattern →

The original harmonic pattern: a 0.786 retracement completing an XABCD structure, read as an exhausted pullback turning back with the larger trend.

ES 15m · Gartley · 2020-2024

Gartley · balanced

Win rate: 62.50%
Profit factor: 1.40
Max drawdown: 1.18%

16 trades View →

ES 5m · Gartley · 2020-2024

Gartley · balanced

Win rate: 45.28%
Profit factor: 0.49
Max drawdown: 4.93%

53 trades View →

GC 15m · Gartley · 2020-2024

Gartley · balanced

Win rate: 40.00%
Profit factor: 0.41
Max drawdown: 2.74%

15 trades View →

GC 5m · Gartley · 2020-2024

Gartley · balanced

Win rate: 59.68%
Profit factor: 1.35
Max drawdown: 1.66%

62 trades View →

NQ 15m · Gartley · 2020-2024

Gartley · balanced

Win rate: 56.52%
Profit factor: 0.94
Max drawdown: 1.77%

23 trades View →

NQ 5m · Gartley · 2020-2024

Gartley · balanced

Win rate: 46.25%
Profit factor: 0.69
Max drawdown: 7.55%

80 trades View →

B = 0.382-0.5 of XA
C = 0.382-0.886 of AB
D = 1.618-2.618 of BC
D = 0.886 of XA

Bat

View pattern →

A deep 0.886 completion that lands close to the structure's extreme, letting a trade enter near it with a tight stop just beyond.

ES 15m · Bat · 2020-2024

Bat · balanced

Win rate: 64.71%
Profit factor: 1.05
Max drawdown: 1.30%

17 trades View →

ES 5m · Bat · 2020-2024

Bat · balanced

Win rate: 52.17%
Profit factor: 0.50
Max drawdown: 5.25%

46 trades View →

GC 15m · Bat · 2020-2024

Bat · balanced

Win rate: 40.00%
Profit factor: 0.80
Max drawdown: 1.89%

15 trades View →

GC 5m · Bat · 2020-2024

Bat · balanced

Win rate: 50.88%
Profit factor: 0.85
Max drawdown: 3.05%

57 trades View →

NQ 15m · Bat · 2020-2024

Bat · balanced

Win rate: 60.00%
Profit factor: 0.58
Max drawdown: 4.85%

25 trades View →

NQ 5m · Bat · 2020-2024

Bat · balanced

Win rate: 46.15%
Profit factor: 0.47
Max drawdown: 10.63%

65 trades View →

B = 0.786 of XA
C = 0.382-0.886 of AB
D = 1.618-2.24 of BC
D = 1.272-1.618 of XA

Butterfly

View pattern →

An extension pattern that completes beyond the origin, fading exhaustion as price prints a fresh extreme.

ES 15m · Butterfly · 2020-2024

Butterfly · balanced

Win rate: 58.62%
Profit factor: 1.37
Max drawdown: 1.79%

29 trades View →

ES 5m · Butterfly · 2020-2024

Butterfly · balanced

Win rate: 52.86%
Profit factor: 0.80
Max drawdown: 2.90%

70 trades View →

GC 15m · Butterfly · 2020-2024

Butterfly · balanced

Win rate: 64.71%
Profit factor: 0.64
Max drawdown: 4.88%

34 trades View →

GC 5m · Butterfly · 2020-2024

Butterfly · balanced

Win rate: 58.89%
Profit factor: 1.10
Max drawdown: 3.13%

90 trades View →

NQ 15m · Butterfly · 2020-2024

Butterfly · balanced

Win rate: 60.53%
Profit factor: 1.14
Max drawdown: 6.60%

38 trades View →

NQ 5m · Butterfly · 2020-2024

Butterfly · balanced

Win rate: 59.52%
Profit factor: 0.91
Max drawdown: 4.59%

126 trades View →

B = 0.382-0.618 of XA
C = 0.382-0.886 of AB
D = 2.618-3.618 of BC
D = 1.618 of XA

Crab

View pattern →

The deepest extension in the family, completing at a 1.618 projection, built for sharp reversals from overshoots.

ES 15m · Crab · 2020-2024

Crab · balanced

Win rate: 42.86%
Profit factor: 0.43
Max drawdown: 1.54%

7 trades View →

ES 5m · Crab · 2020-2024

Crab · balanced

Win rate: 55.56%
Profit factor: 0.74
Max drawdown: 2.47%

18 trades View →

GC 15m · Crab · 2020-2024

Crab · balanced

Win rate: 25.00%
Profit factor: 0.37
Max drawdown: 2.11%

4 trades View →

GC 5m · Crab · 2020-2024

Crab · balanced

Win rate: 33.33%
Profit factor: 0.27
Max drawdown: 3.35%

24 trades View →

NQ 15m · Crab · 2020-2024

Crab · balanced

Win rate: 56.25%
Profit factor: 0.92
Max drawdown: 3.39%

16 trades View →

NQ 5m · Crab · 2020-2024

Crab · balanced

Win rate: 46.43%
Profit factor: 0.89
Max drawdown: 3.65%

28 trades View →

B = 0.886 of XA
C = 0.382-0.886 of AB
D = 2.0-3.618 of BC
D = 1.618 of XA

Deep Crab

View pattern →

A Crab variant with a deeper 0.886 B point, completing at the same 1.618 extension.

ES 15m · Deep Crab · 2020-2024

Deep Crab · balanced

Win rate: 76.92%
Profit factor: 3.09
Max drawdown: 1.10%

13 trades View →

ES 5m · Deep Crab · 2020-2024

Deep Crab · balanced

Win rate: 46.81%
Profit factor: 1.02
Max drawdown: 4.27%

47 trades View →

GC 15m · Deep Crab · 2020-2024

Deep Crab · balanced

Win rate: 35.00%
Profit factor: 0.30
Max drawdown: 4.71%

20 trades View →

GC 5m · Deep Crab · 2020-2024

Deep Crab · balanced

Win rate: 48.78%
Profit factor: 1.20
Max drawdown: 1.75%

41 trades View →

NQ 15m · Deep Crab · 2020-2024

Deep Crab · balanced

Win rate: 50.00%
Profit factor: 1.46
Max drawdown: 3.78%

16 trades View →

NQ 5m · Deep Crab · 2020-2024

Deep Crab · balanced

Win rate: 47.62%
Profit factor: 0.91
Max drawdown: 4.71%

63 trades View →

B = 0.382-0.618 of XA
C = 1.272-1.414 of XA
D = 0.786 of XC

Cypher

View pattern →

A distinct geometry where C pushes past A, then price retraces 0.786 of that whole move to complete at D.

ES 15m · Cypher · 2020-2024

Cypher · balanced

Win rate: 50.00%
Profit factor: 0.26
Max drawdown: 3.01%

14 trades View →

ES 5m · Cypher · 2020-2024

Cypher · balanced

Win rate: 73.08%
Profit factor: 1.48
Max drawdown: 0.58%

52 trades View →

GC 15m · Cypher · 2020-2024

Cypher · balanced

Win rate: 66.67%
Profit factor: 1.26
Max drawdown: 1.17%

18 trades View →

GC 5m · Cypher · 2020-2024

Cypher · balanced

Win rate: 61.29%
Profit factor: 0.92
Max drawdown: 2.18%

62 trades View →

NQ 15m · Cypher · 2020-2024

Cypher · balanced

Win rate: 57.89%
Profit factor: 0.65
Max drawdown: 5.49%

19 trades View →

NQ 5m · Cypher · 2020-2024

Cypher · balanced

Win rate: 62.07%
Profit factor: 0.69
Max drawdown: 2.41%

58 trades View →

XA = 0.382-0.886 of OX
AB = 1.13-1.618 of XA
BC = 1.618-2.24 of AB

Shark

View pattern →

A five-point structure of two strong extensions into a reaction point where the move is expected to stall.

ES 15m · Shark · 2020-2024

Shark · balanced

Win rate: 52.66%
Profit factor: 0.64
Max drawdown: 18.18%

169 trades View →

ES 5m · Shark · 2020-2024

Shark · balanced

Win rate: 56.51%
Profit factor: 0.81
Max drawdown: 17.34%

538 trades View →

GC 15m · Shark · 2020-2024

Shark · balanced

Win rate: 56.76%
Profit factor: 0.93
Max drawdown: 7.95%

222 trades View →

GC 5m · Shark · 2020-2024

Shark · balanced

Win rate: 57.74%
Profit factor: 0.89
Max drawdown: 8.69%

594 trades View →

NQ 15m · Shark · 2020-2024

Shark · balanced

Win rate: 51.43%
Profit factor: 0.63
Max drawdown: 28.48%

175 trades View →

NQ 5m · Shark · 2020-2024

Shark · balanced

Win rate: 56.51%
Profit factor: 0.85
Max drawdown: 24.56%

722 trades View →

Pullbacks ~0.5-0.786 of the prior drive
Drives ~1.13-1.618 of the prior pullback
Drive 3 ~ Drive 2 in size

Three Drives

View pattern →

Three symmetric pushes to a high or low, each separated by a partial pullback, read as a climax.

ES 15m · Three Drives · 2020-2024

Three Drives · balanced

Win rate: 55.56%
Profit factor: 1.31
Max drawdown: 3.27%

153 trades View →

ES 5m · Three Drives · 2020-2024

Three Drives · balanced

Win rate: 53.82%
Profit factor: 0.97
Max drawdown: 7.90%

498 trades View →

GC 15m · Three Drives · 2020-2024

Three Drives · balanced

Win rate: 57.53%
Profit factor: 1.18
Max drawdown: 6.10%

186 trades View →

GC 5m · Three Drives · 2020-2024

Three Drives · balanced

Win rate: 59.10%
Profit factor: 1.21
Max drawdown: 5.15%

511 trades View →

NQ 15m · Three Drives · 2020-2024

Three Drives · balanced

Win rate: 58.15%
Profit factor: 1.21
Max drawdown: 5.59%

184 trades View →

NQ 5m · Three Drives · 2020-2024

Three Drives · balanced

Win rate: 53.38%
Profit factor: 0.92
Max drawdown: 17.03%

695 trades View →

C = 0.618-0.786 retrace of AB
CD = AB (equal legs)

AB=CD

View pattern →

The building block of every harmonic pattern: two equal-length legs around a partial retracement.

ES 15m · AB=CD · 2020-2024

AB=CD · balanced

Win rate: 56.28%
Profit factor: 1.03
Max drawdown: 5.92%

215 trades View →

ES 5m · AB=CD · 2020-2024

AB=CD · balanced

Win rate: 53.93%
Profit factor: 0.95
Max drawdown: 12.78%

738 trades View →

GC 15m · AB=CD · 2020-2024

AB=CD · balanced

Win rate: 57.24%
Profit factor: 1.05
Max drawdown: 8.70%

283 trades View →

GC 5m · AB=CD · 2020-2024

AB=CD · balanced

Win rate: 53.89%
Profit factor: 0.87
Max drawdown: 16.53%

848 trades View →

NQ 15m · AB=CD · 2020-2024

AB=CD · balanced

Win rate: 54.69%
Profit factor: 1.04
Max drawdown: 11.47%

320 trades View →

NQ 5m · AB=CD · 2020-2024

AB=CD · balanced

Win rate: 59.12%
Profit factor: 1.07
Max drawdown: 10.96%

998 trades View →