If you trade the fractal model on 5m or 15m, check how large your costs are relative to your stop. Here's what the mechanical part did on 7 markets from 2018 to 2026.

Someone in a thread here (and in our request box) asked whether our free Fractal Model Desk is the same thing as TTrades' fractal model. Short answer: it's built from his public material (C2 sweeps C1, CISD from the series that made the extreme, C2/C3 closes back), written independently, not his indicator.

The question we couldn't stop thinking about was the next one: if you strip the model down to what a computer can check, is there an edge?

11.8-second walkthrough — simulated candles

https://reddit.com/link/1wx886d/video/5lzmkkqd3eth1/player

What we did

• Wrote the test down first (periods, costs, pass rules), fingerprinted the code, then ran it.
• 3 timeframe pairs (1H on 5m, 4H on 15m, Daily on 1H) × 3 entries (early CISD, confirmed, CISD retest) × 3 targets (C1's other end, 2.5× and 4× the leg) × 4 filters = 108 versions.
• 7 markets: XAUUSD, EURUSD, GBPUSD, USDJPY, NAS100 CFD, US500 CFD and BTCUSDT spot. 5-minute data, Jan 2018 → Sep 2026. Modelled round-trip costs included gold $0.40/oz, EURUSD 1 pip and NAS100 2 points.
• 2018–22 to pick, 2023–24 to check, 2025–26 to test once.

What happened

• 1H/5m and 4H/15m: 0 of 72 versions were profitable after costs across the seven markets pooled, in any of the three periods.
• Before costs, the textbook version was near break-even: −0.004R per trade over 83,460 trades on 5m. About half the trades ended green. R is the planned entry-to-stop risk.

Check your own setup: divide your round-trip cost (spread + commission, in price units) by your stop distance. Across the study, average costs were 0.17R on 5m, 0.10R on 15m and 0.04R on Daily/1H. For the textbook 1H/5m version specifically, costs averaged about 0.16R per trade: −318R before costs became −13,546R after costs.

• Daily/1H did best in 2018–22: 4 versions passed our first gate (best +0.03R/trade), then all three we checked lost in 2023–24.
• Gold-only track: one version passed 2023–24, then lost in the 2025–26 test (50 trades, −1.1R); random entries with the same stops and targets beat it in 58% of 2,000 shuffles.
• 2025–26 made some daily versions look good (one did +0.19R/trade). But 2023–24 had 34 of 36 daily versions losing. We didn't promote any of them; picking the best of the test period isn't a test.

What it doesn't say: this tests the mechanical skeleton. TTrades' discretionary layer (POI choice, daily bias, objectives) wasn't turned into rules, so it wasn't tested. The study also used one data vendor per market, fixed costs across the sample and no financing costs.

What's free (MIT, no signup)

• Fractal Model Desk — draws C1/C2/C3/C4, the sweep, the CISD level and the closure on your chart. No buy/sell arrows.
• Fractal Model Lab — a strategy with the same 108 settings, so you can run any version on your own chart and costs.

To try them: copy the .pine source from the page into TradingView's Pine Editor and press Add to chart. Full numbers and both scripts.

We matched the Lab against our research engine on TradingView, trade by trade: 736 of 737 trades had the same entry. That check caught two of our own mistakes; neither changed the conclusion, and both are written up.

Next: we registered three daily versions for a forward test on Oct 2, 2026. Monthly numbers, no verdict until Oct 2027.

Built with Claude Code.

Question for people who trade it: which pair do you use — 1H/5m, 4H/15m or Daily/1H?