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Lekkim-v3
FUTURESPAUSED4h candles
-$967
-9.7% ROI
OI + CVD triple divergence — needs 3+ months of OI data to validate
Performance Metrics
Win Rate0.0%
Sharpe0.00
Max Drawdown$1.0k
Total Trades10.2/mo
Avg Win—
Avg Loss$-967
Total Fees$0
ROI-9.7%
How It Works — Plain English
This strategy watches three signals at once: price movement, order flow (who is actually buying vs selling), and open interest (how many total positions exist). When price moves one direction but the other two signals disagree, it is a divergence — signaling the price move is probably fake and a reversal is coming. Currently paused while more data is collected.
Advanced Implementation+ expand− collapse
Entry Conditions
- ▸Price vs CVD vs OI compared over 6-bar (24h) lookback window
- ▸Bullish divergence: price falling + CVD rising + OI rising → hidden buying → LONG
- ▸Bearish divergence: price rising + CVD falling + OI rising → hidden selling → SHORT
Exit Conditions
- ▸Stop loss: 2x ATR
- ▸Take profit: 2.5x risk distance
- ▸Time stop: 15 bars (2.5 days)
Position Sizing
Standard 3% risk per trade. No size boost — divergence signals are lower confidence.
Data Sources
- Open Interest — Binance Futures (168 records, ~28 days only)
- Taker L/S Volume — Binance Futures (168 records, ~28 days only)
- CVD — computed as cumulative (buyVol − sellVol)
- OHLCV 4h — Binance Spot
Key Parameters
- ▸Lookback: 6 bars (24h)
- ▸Planned fix: extend to 12 bars + ADX filter + RSI confirmation
- ▸Data limitation: only 28 days of OI/CVD history from Binance
- ▸Status: paused — needs 3+ months of live data to validate