Three sleeves — EURUSD, GBPUSD and US500 (long-only) — merged into one basket. The system buys extreme stretch back to the mean, with a trend filter and a sweep condition. Entries cluster in the NY afternoon; 82% of positions are held through one night.
The structure is public; exact threshold values stay private.
A short-period RSI at an extreme reading and price stretched a multiple of ATR away from its short-term mean — double evidence that the market has overshot.
A 200-period trend filter sets the allowed direction. US500 trades long-only — shorts proved to be a structural drag on a rising index.
The stretch must coincide with taking out a recent extreme — the same liquidity logic as the OK System, but on the 4H chart.
Profit is taken as soon as price tags its mean again; stop at 2×ATR, maximum hold 20 bars (4H). Median 16 hours in the trade, at most ~3.3 days.
2017 – 2026 · 1% risk per trade each · costs (~1.1 pip) baked in.
| Sleeve | Trades | Result | PF | Win | Max DD |
|---|---|---|---|---|---|
| EURUSD | 80 | +14.3R | 2.39 | 80% | −2.3R |
| GBPUSD | 79 | +16.0R | 3.05 | 77% | −2.7R |
| US500 · long | 85 | +9.6R | 1.63 | 72% | −3.4R |
| Basket | 244 | +40.0R | 2.19 | 76% | −3.9R |
The configuration was chosen on 2023–2026. Everything before that was tested blind: that data never influenced the parameter choice.
| Period | Result | PF | |
|---|---|---|---|
| 2017 – 2019 | out-of-sample · blind | +11.8R | 1.92 |
| 2020 – 2022 | out-of-sample · blind | +9.6R | 1.98 |
| 2023 – 2026 | in-sample · selection period | +18.6R | 2.70 |
| All OOS combined | 151 trades, blind | +21.4R | 1.95 |
Read it like this: the in-sample number (PF 2.70) is flattered by definition — that's what was selected on. The honest number is the blind period: PF 1.95 across 151 trades, including Brexit, COVID and the 2022 shocks. That the system survived those without prior knowledge is the real evidence.
Spot prices of EURUSD and GBPUSD correlate ~0.90. This system's trades don't.
The system picks different moments in each market — which makes the basket far more robust than the spot correlation suggests, and makes US500 a genuine diversifier.
Short-swing / overnight — not intraday, not long-term.
Median 16 hours, average 24 hours, 82% held overnight. Entries cluster in the NY afternoon; exit is usually the next morning. That's why MR4H doesn't clash with the OK System in either time or horizon (London morning, flat the same day) — exactly why the two can form a 6-sleeve portfolio.