Swing Low Sweep Reversaltested on real Deriv candles
Volatility 100 Index M15 ยท tested 2026-09-17
What it claims
No numbers were claimed. The material described the rule without promising a win rate, a return or a risk to reward.
What the test found
Did not hold up
-3.61R
per trade, older half (in-sample), 523 trades
-3.24R
per trade, newer half (out-of-sample), 337 trades
-1092.58R
worst drop from a high point
0 of 1
history lengths that agreed
An estimated spread of 0.236 per trade is included.
Tested exactly as written, on the older half it lost 3.61R a trade over 523 trades; on the newer half, which the rule had never seen, it lost 3.24R a trade over 337 trades.
It lost money on both halves. The claims did not survive contact with real candles.
Tested exactly as written on Volatility 100 Index M15, 17,000 candles (2026-02-21 00:45 to 2026-08-17 02:30 UTC), spread included.
The rule, in plain English
Long: Buy when price dips below the last swing low and closes back above it, stop measured from the last swing low.
The test itself has no AI in it: every signal is taken, every trade walked candle by candle, older days and newer days scored separately. How the testing works