Last Week's High and Low Breakout
A built-in strategy on Central Command, tested on BloFin history. Thin edge in testing. 1D candles, long and short, category Sessions.
Rules
Entry. Last week runs Monday to Sunday (UTC). On a closed daily candle, go long when the close crosses above last week's high; go short when it crosses below last week's low.
Managing the trade. Close a long on a daily close below the previous completed week's low; close a short on a close above its high. The levels move each Monday.
Stop and target. Stop 3.5 x ATR(14) on the daily chart from the entry. No fixed target.
Exact rules
timeframe: 1D
long entry: CROSS_UP(close, VALUE_WHEN(DAY_OF_WEEK == 0, HIGHEST(7)))
short entry: CROSS_DOWN(close, VALUE_WHEN(DAY_OF_WEEK == 0, LOWEST(7)))
long exit: close < VALUE_WHEN(DAY_OF_WEEK == 0, LOWEST(7))
short exit: close > VALUE_WHEN(DAY_OF_WEEK == 0, HIGHEST(7))
stop: 3.5 ATR(14)
take profit: none
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 75 | +38.7% | 2.37 | 11.4% | 41.3% |
| Judged on | 55 | +0.1% | 1.00 | 8.3% | 32.7% |
| Whole period | 130 | +38.8% | 1.72 | 14.8% | 37.7% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.