These are patterns, not days. Each replay is the window around one “little rzy”: the drop, the bounce, the line, the measurement and what happened next.
- Wait for the drop, then the bounce. The pattern needs both. She will not draw anything until price has fallen and turned back up.
- Draw the trendline across the bounce — the lower highs in a downtrend, the higher lows in an uptrend.
- Find the extreme inside the structure — the candle with the lowest low, or the highest high going the other way. Sometimes it is the first candle, sometimes the last.
- Measure vertically from that extreme up to the trendline directly above it. That distance is the whole strategy.
- Project the same distance from the extreme, in the direction of the trend. That is the target.
- The stop goes above the trendline or the recent swing — and she wants a close beyond it, not a touch: “a lot of times it will come test it and then just bounce.”
- Never risk more than the target pays. Her only stated risk rule: the distance to the stop should be “less than or equal to the profit you would take”.
- The first two are the good ones. “The fourth one, the fifth one, the market's getting tired now and it's ready for a bounce.”
| daily bars | trades | win | a trade | 95% range |
|---|---|---|---|---|
| her model | 76 | 28.9% | −$12.46 | −$302.37 to $297.99 |
| a fixed distance instead of her measurement | 73 | 26.0% | −$89.66 | −$288.87 to $124.29 |
| every pattern, not just the first two | 100 | 27.0% | −$82.83 | −$312.27 to $159.87 |
| neither | 94 | 23.4% | −$114.48 | −$282.90 to $59.91 |
| 4-hour bars | trades | win | a trade | 95% range |
|---|---|---|---|---|
| her model | 386 | 28.2% | −$16.46 | −$69.02 to $38.82 |
| a fixed distance instead of her measurement | 435 | 28.0% | $0.47 | −$37.99 to $38.98 |
| every pattern, not just the first two | 445 | 27.4% | −$8.62 | −$58.26 to $39.99 |
| neither | 503 | 26.4% | −$3.08 | −$37.42 to $32.42 |
The same table, live. This one follows the two switches above, and it is what the pickers on the chart drive.
Her measurement. The strategy is the measured distance, so this is the number that matters most. Swap it for a fixed distance and keep everything else identical: on the daily chart her measurement adds $77.20 a trade; on the 4-hour chart it costs $16.93 a trade.
“The first one or two work the best.” Compared with taking every pattern in a run, on the daily chart taking only the first one or two adds $70.37 a trade; on the 4-hour chart it costs $7.84 a trade.
Against a random entry. A random entry taking the same side and holding for the same time makes $38.88 on daily bars against her −$12.46, and $0.21 on 4-hour bars against her −$16.46. Her model is behind on daily and behind on 4-hour.
1,491 patterns, 386 trades. Her own rules throw most of them out: only the first 2 in a run, and never risking more than the measured move pays. That discipline is hers, and it is also why so few trades are left to judge.
Everything else worth saying
What an earlier version of this page got wrong. It entered automatically when the pattern confirmed, and said she gives no Bollinger rule. She does: “close below the mid-range of the Bollinger … you'd enter.” It also put the stop above the older, higher of the two trendline swings, where she says “recent swing high” and “just slightly above”. Both are fixed, and every number here is from her rules.
Two timeframes, both published. Her examples are weekly and monthly charts across decades. Four years of futures data cannot test a monthly chart, so this uses daily and 4-hour bars, and says so rather than presenting either as the one she trades.
What this test does not do
We tested her stated rules: the trendline, the lowest low, the vertical measurement, the projection, her Bollinger entry, her stop and her one-to-one floor. She says the pattern is clearer by eye, and on lower timeframes a sideways stretch may hide one she would see.
- Her timeframe is longer than this data. Her examples are weekly and monthly; this is daily and 4-hour.
- How long the band close may take is not given. We allow ten bars after the pattern forms. Holding limits were checked and never bind.
- She uses judgement about the wider picture — fundamentals, Fibonacci levels — which a mechanical test cannot include.
- The replay is a sample. The chart ships 18 daily and 94 4-hour patterns, scored over the whole period.
If you use a pair that is not in the grid, or a filter you think matters, say so and we will test it the same way and publish it.
Second place in the Robbins World Cup futures division - 206% final, 319% at its high. She is blunt that it is simple: “it's something I feel like elementary school students could do.” Chart Fanatics publish the same rules in writing, and the write-up and the interview agree.
Read it in their own words first: Measured Move Trend Strategy (Little RZY) - Marci Silfrain Playbook →