Fractiz
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 this strategy runs on 15-minute and 5-minute bars. 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.
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 win rate shown on each pattern page is a real backtest result, 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 has its own page with the ratio rules, the idea behind it, and sample backtests across NQ, ES, and gold.
Pattern catalog (9)
Each pattern has its own page with the definition, the classical story, when it tends to work, when it tends to fail, and sample backtests when available.
Other
Pattern
AB=CD
The building block of every harmonic pattern. Two equal-length legs around a partial retracement.
Pattern
Bat
A deep 0.886 completion that lets you enter close to the structure's extreme with a tight stop just beyond it.
Pattern
Butterfly
An extension pattern that completes beyond the origin, catching exhaustion as price prints a fresh extreme.
Pattern
Crab
The deepest extension in the family, completing at a 1.618 projection. Built for sharp reversals from overshoots.
Pattern
Cypher
A distinct geometry where C pushes past A, then price retraces 0.786 of that whole move to complete at D.
Pattern
Deep Crab
A Crab with a deeper 0.886 B point, completing at the same 1.618 extension.
Pattern
Gartley
The original harmonic pattern. Price retraces 0.786 of the prior leg to complete an XABCD structure, marking a pullback that turns back with the larger trend.
Pattern
Shark
A five-point structure built from two strong extensions into a reaction point where the move is expected to stall.
Pattern
Three Drives
Three symmetric pushes to a high or low, each separated by a partial pullback. Read as a climax.
Sample runs (54)
Backtests of individual patterns from the catalog above, run at identical defaults so they can be read side by side.
ES 15m · AB=CD · 2020-2024
AB=CD · balanced
- Win rate
- 56.28%
- Profit factor
- 1.03
- Max drawdown
- 5.92%
ES 5m · AB=CD · 2020-2024
AB=CD · balanced
- Win rate
- 53.93%
- Profit factor
- 0.95
- Max drawdown
- 12.78%
ES 15m · Bat · 2020-2024
Bat · balanced
- Win rate
- 64.71%
- Profit factor
- 1.05
- Max drawdown
- 1.30%
ES 5m · Bat · 2020-2024
Bat · balanced
- Win rate
- 52.17%
- Profit factor
- 0.50
- Max drawdown
- 5.25%
ES 15m · Butterfly · 2020-2024
Butterfly · balanced
- Win rate
- 58.62%
- Profit factor
- 1.37
- Max drawdown
- 1.79%
ES 5m · Butterfly · 2020-2024
Butterfly · balanced
- Win rate
- 52.86%
- Profit factor
- 0.80
- Max drawdown
- 2.90%
ES 15m · Crab · 2020-2024
Crab · balanced
- Win rate
- 42.86%
- Profit factor
- 0.43
- Max drawdown
- 1.54%
ES 5m · Crab · 2020-2024
Crab · balanced
- Win rate
- 55.56%
- Profit factor
- 0.74
- Max drawdown
- 2.47%
ES 15m · Cypher · 2020-2024
Cypher · balanced
- Win rate
- 50.00%
- Profit factor
- 0.26
- Max drawdown
- 3.01%
ES 5m · Cypher · 2020-2024
Cypher · balanced
- Win rate
- 73.08%
- Profit factor
- 1.48
- Max drawdown
- 0.58%
ES 15m · Deep Crab · 2020-2024
Deep Crab · balanced
- Win rate
- 76.92%
- Profit factor
- 3.09
- Max drawdown
- 1.10%
ES 5m · Deep Crab · 2020-2024
Deep Crab · balanced
- Win rate
- 46.81%
- Profit factor
- 1.02
- Max drawdown
- 4.27%
ES 15m · Gartley · 2020-2024
Gartley · balanced
- Win rate
- 62.50%
- Profit factor
- 1.40
- Max drawdown
- 1.18%
ES 5m · Gartley · 2020-2024
Gartley · balanced
- Win rate
- 45.28%
- Profit factor
- 0.49
- Max drawdown
- 4.93%
ES 15m · Shark · 2020-2024
Shark · balanced
- Win rate
- 52.66%
- Profit factor
- 0.64
- Max drawdown
- 18.18%
ES 5m · Shark · 2020-2024
Shark · balanced
- Win rate
- 56.51%
- Profit factor
- 0.81
- Max drawdown
- 17.34%
ES 15m · Three Drives · 2020-2024
Three Drives · balanced
- Win rate
- 55.56%
- Profit factor
- 1.31
- Max drawdown
- 3.27%
ES 5m · Three Drives · 2020-2024
Three Drives · balanced
- Win rate
- 53.82%
- Profit factor
- 0.97
- Max drawdown
- 7.90%
GC 15m · AB=CD · 2020-2024
AB=CD · balanced
- Win rate
- 57.24%
- Profit factor
- 1.05
- Max drawdown
- 8.70%
GC 5m · AB=CD · 2020-2024
AB=CD · balanced
- Win rate
- 53.89%
- Profit factor
- 0.87
- Max drawdown
- 16.53%
GC 15m · Bat · 2020-2024
Bat · balanced
- Win rate
- 40.00%
- Profit factor
- 0.80
- Max drawdown
- 1.89%
GC 5m · Bat · 2020-2024
Bat · balanced
- Win rate
- 50.88%
- Profit factor
- 0.85
- Max drawdown
- 3.05%
GC 15m · Butterfly · 2020-2024
Butterfly · balanced
- Win rate
- 64.71%
- Profit factor
- 0.64
- Max drawdown
- 4.88%
GC 5m · Butterfly · 2020-2024
Butterfly · balanced
- Win rate
- 58.89%
- Profit factor
- 1.10
- Max drawdown
- 3.13%
GC 15m · Crab · 2020-2024
Crab · balanced
- Win rate
- 25.00%
- Profit factor
- 0.37
- Max drawdown
- 2.11%
GC 5m · Crab · 2020-2024
Crab · balanced
- Win rate
- 33.33%
- Profit factor
- 0.27
- Max drawdown
- 3.35%
GC 15m · Cypher · 2020-2024
Cypher · balanced
- Win rate
- 66.67%
- Profit factor
- 1.26
- Max drawdown
- 1.17%
GC 5m · Cypher · 2020-2024
Cypher · balanced
- Win rate
- 61.29%
- Profit factor
- 0.92
- Max drawdown
- 2.18%
GC 15m · Deep Crab · 2020-2024
Deep Crab · balanced
- Win rate
- 35.00%
- Profit factor
- 0.30
- Max drawdown
- 4.71%
GC 5m · Deep Crab · 2020-2024
Deep Crab · balanced
- Win rate
- 48.78%
- Profit factor
- 1.20
- Max drawdown
- 1.75%
GC 15m · Gartley · 2020-2024
Gartley · balanced
- Win rate
- 40.00%
- Profit factor
- 0.41
- Max drawdown
- 2.74%
GC 5m · Gartley · 2020-2024
Gartley · balanced
- Win rate
- 59.68%
- Profit factor
- 1.35
- Max drawdown
- 1.66%
GC 15m · Shark · 2020-2024
Shark · balanced
- Win rate
- 56.76%
- Profit factor
- 0.93
- Max drawdown
- 7.95%
GC 5m · Shark · 2020-2024
Shark · balanced
- Win rate
- 57.74%
- Profit factor
- 0.89
- Max drawdown
- 8.69%
GC 15m · Three Drives · 2020-2024
Three Drives · balanced
- Win rate
- 57.53%
- Profit factor
- 1.18
- Max drawdown
- 6.10%
GC 5m · Three Drives · 2020-2024
Three Drives · balanced
- Win rate
- 59.10%
- Profit factor
- 1.21
- Max drawdown
- 5.15%
NQ 15m · AB=CD · 2020-2024
AB=CD · balanced
- Win rate
- 54.69%
- Profit factor
- 1.04
- Max drawdown
- 11.47%
NQ 5m · AB=CD · 2020-2024
AB=CD · balanced
- Win rate
- 59.12%
- Profit factor
- 1.07
- Max drawdown
- 10.96%
NQ 15m · Bat · 2020-2024
Bat · balanced
- Win rate
- 60.00%
- Profit factor
- 0.58
- Max drawdown
- 4.85%
NQ 5m · Bat · 2020-2024
Bat · balanced
- Win rate
- 46.15%
- Profit factor
- 0.47
- Max drawdown
- 10.63%
NQ 15m · Butterfly · 2020-2024
Butterfly · balanced
- Win rate
- 60.53%
- Profit factor
- 1.14
- Max drawdown
- 6.60%
NQ 5m · Butterfly · 2020-2024
Butterfly · balanced
- Win rate
- 59.52%
- Profit factor
- 0.91
- Max drawdown
- 4.59%
NQ 15m · Crab · 2020-2024
Crab · balanced
- Win rate
- 56.25%
- Profit factor
- 0.92
- Max drawdown
- 3.39%
NQ 5m · Crab · 2020-2024
Crab · balanced
- Win rate
- 46.43%
- Profit factor
- 0.89
- Max drawdown
- 3.65%
NQ 15m · Cypher · 2020-2024
Cypher · balanced
- Win rate
- 57.89%
- Profit factor
- 0.65
- Max drawdown
- 5.49%
NQ 5m · Cypher · 2020-2024
Cypher · balanced
- Win rate
- 62.07%
- Profit factor
- 0.69
- Max drawdown
- 2.41%
NQ 15m · Deep Crab · 2020-2024
Deep Crab · balanced
- Win rate
- 50.00%
- Profit factor
- 1.46
- Max drawdown
- 3.78%
NQ 5m · Deep Crab · 2020-2024
Deep Crab · balanced
- Win rate
- 47.62%
- Profit factor
- 0.91
- Max drawdown
- 4.71%
NQ 15m · Gartley · 2020-2024
Gartley · balanced
- Win rate
- 56.52%
- Profit factor
- 0.94
- Max drawdown
- 1.77%
NQ 5m · Gartley · 2020-2024
Gartley · balanced
- Win rate
- 46.25%
- Profit factor
- 0.69
- Max drawdown
- 7.55%
NQ 15m · Shark · 2020-2024
Shark · balanced
- Win rate
- 51.43%
- Profit factor
- 0.63
- Max drawdown
- 28.48%
NQ 5m · Shark · 2020-2024
Shark · balanced
- Win rate
- 56.51%
- Profit factor
- 0.85
- Max drawdown
- 24.56%
NQ 15m · Three Drives · 2020-2024
Three Drives · balanced
- Win rate
- 58.15%
- Profit factor
- 1.21
- Max drawdown
- 5.59%
NQ 5m · Three Drives · 2020-2024
Three Drives · balanced
- Win rate
- 53.38%
- Profit factor
- 0.92
- Max drawdown
- 17.03%
Presets (9)
Named parameter bundles for this family. Pick one to see its parameters and pre-fill the New Backtest form. The form lets you adjust contract, date range, and capital before running.
Preset
Gartley
Trade the Gartley on NQ 15m at balanced strictness. The original harmonic: a 0.786 retracement completing an XABCD structure, read as an exhausted pullback turning back with the larger trend.
Preset
Bat
Trade the Bat on NQ 15m at balanced strictness. A deep 0.886 completion that lets you enter close to the structure low or high, with a tight stop just beyond it.
Preset
Butterfly
Trade the Butterfly on NQ 15m at balanced strictness. An extension pattern that completes beyond the origin, catching exhaustion at a new extreme.
Preset
Crab
Trade the Crab on NQ 15m at balanced strictness. The deepest extension, completing at a 1.618 projection, built for sharp reversals from overshoots.
Preset
Deep Crab
Trade the Deep Crab on NQ 15m at balanced strictness. A Crab variant with a deeper 0.886 B point, completing at the same 1.618 extension.
Preset
Cypher
Trade the Cypher on NQ 15m at balanced strictness. A distinct geometry where the C point extends past A, then price retraces 0.786 of that move to complete.
Preset
Shark
Trade the Shark on NQ 15m at balanced strictness. A five-point structure of two strong extensions into a reaction point where the move is expected to stall.
Preset
Three Drives
Trade the Three Drives on NQ 15m at balanced strictness. Three symmetric pushes to a high or low, each separated by a 0.618 pullback, read as a climax.
Preset
AB=CD
Trade the AB=CD on NQ 15m at balanced strictness. The building block of every harmonic: two equal legs around a 0.618 retracement, the simplest and most frequent setup.