Red/Black Three Soldiers Stop-and-Reverse on 15m with 10% Take-Profit, 8% Stop and Ladder Profit Lock: go long on three rising small-upper-wick bull candles, short on three falling small-lower-wick bear candles (port of the FMZ 'naked K' rule, moved from Binance BTC to ETHUSDT.OKX 15-MINUTE, long/short, single leg)

Derived by the Research Lead from "策略：红黑三兵K线形态（裸K）策略回测详解" by 小白菜汤 (fmz) https://www.fmz.com/bbs-topic/9507: From the source: the three-soldiers/three-crows definitions, stop-and-reverse on the opposite pattern, 15m bars, 10% TP, 8% SL and the ladder-TP idea. Chosen by the Research Lead: ETHUSDT.OKX instead of BTCUSDT.BINANCE, numeric wick limits (25%/15% of range), the ladder rule (2.5% steps), 1x equity sizing. Port of the FMZ Quant forum strategy by 小白菜汤 ('策略：红黑三兵K线形态（裸K）策略回测详解', 2022-07-12, https://www.fmz.com/bbs-topic/9507, sections 1, 2 and 4). The source's rule is: a 'red three soldiers' pattern (three consecutive bullish candles, each close above the previous close, each close at or near its high, the third without a long upper wick) closes any short and opens a long; a 'black three crows' pattern (the mirror image with lower wicks) closes any long and opens a short; plus a ladder take-profit, a 10% take-profit and an 8% stop-loss. The author tested it on Binance BTC-USDT 15m bars from 2020-01 to 2022-06 and reports a 77% win rate and 12x return. Those figures are unverified; our backtest with real fees decides. The two attached figures from the post show the pattern on BTC intraday charts (green = up candles on the FMZ chart, prices ~19,400-23,900, July 2022): fig 1 circles three or four rising green candles with tiny upper wicks ending in a large breakout bar after a flat consolidation; fig 2 marks three rising green candles after a pullback low at 22,571, annotated 'three consecutive bull candles, each close above the prior close, the third without a long upper wick', followed by continuation higher. The author notes the pattern works best after a long consolidation. Section 5 (a 4H-trend / 30m-pullback / 5m-breakout discretionary method) gives no exact rules and is NOT part of this test. What I adapted: (1) Instrument and venue: ETHUSDT.OKX USDT perpetual swap (15-MINUTE bars, history 2019-12-25 to now, which covers the author's own 2020-2022 window plus four years out of sample) instead of BTCUSDT.BINANCE. BTC and Binance USD-M are the factory's most over-mined series (Binance is 49% of all experiments), OKX is 3.6%, and the author himself invites testing on other coins. The mechanism is not BTC-specific. (2) The source gives no number for 'close at or near the high'. I chose a baseline of upper wick <= 25% of the bar's high-low range for each of the three bars, and <= 15% for the third bar (the source asks most strongly for the third). Both are tunable. (3) The source names a 'ladder take-profit' (阶梯止盈) without rules. I implement the standard stepped profit lock: each time open profit first reaches a new multiple k of ladder_step_pct (2.5%), the protective stop moves to entry + (k-1) x ladder_step_pct in the trade's favour (so at +5% the stop is at +2.5%, at +7.5% it is at +5%). The fixed 10% take-profit and 8% stop stay as stated. (4) Sizing: the source states none. I use 100% of equity notional at 1x (signal-exit route (b) of the risk policy: a reversal/stop/target exit with a position no larger than equity). The 8% stop loses at most ~8% of equity plus gap slippage, inside the conservative profile's 15% per-trade cap. ETH at 1x is ~75-80% annualized vol, inside the 120% per-position limit. Execution: decisions are taken at the close of the third 15m bar. On a 24/7 venue the 'next bar open' fill is a market order at the signal bar's close (the registry's use_equivalent). Stop, take-profit and ladder stops are intrabar protective stops matched by the platform (supported on every venue), not exchange-resting orders; the source did not ask for exchange hosting. Firing rate (counted on ETHUSDT.OKX 15m 2019-12 to 2026-10 to set the baseline, not to judge edge): at the baseline wick limits the bull pattern fires ~234 times a year and the bear ~182, giving ~180 position flips a year (~1,200 over the history). That is enough for walk-forward windows. The prior Nison three-white-soldiers tests in the corpus (BTC 1D, ADA 4H) died because their strict definition (open inside prior body, long-only, with a regime filter) fired only twice in six years. This port uses the author's looser rule, both directions and 15m bars, so it does not repeat that failure. Fee arithmetic: with ~180 flips/year, the average holding time is about 2 days (shorter when the 8%/10% exits fire). ETH's mean absolute 2-day move is ~4%. OKX round trip is ~0.10% taker. A per-trade edge of 0.25% (min_avg_trade_return_pct) needs only a ~53% directional hit rate on those moves, or a modest win/loss asymmetry from the 10%-target / ladder-lock exits. This is a thin, honest margin: it is 2.5x the round-trip cost, not a large cushion.