Spring & Upthrust Win-Rate Backtester
The Spring & Upthrust Analyzer grades one break at a time. This tool grades your history instead. Paste OHLC bars and it walks a rolling range (the highest high and lowest low of the prior lookback bars, recomputed at every bar) across the data, finds every poke through the edge that closed back inside, and scores it with the analyzer's own depth, speed, reclaim, and volume rubric: Wyckoff's numbered springs and upthrusts, the method Robert Evans taught in the 1940s and Hank Pruden wrote up in The Three Skills of Top Trading (2007). The output is a win rate for grade 3, grade 2, and grade 1 on your own bars, plus a read on whatever is live right now.
The rolling range: highest high and lowest low of the prior N bars, recomputed at every bar so nothing here sees ahead.
One bar per line: open, high, low, close, and an optional 5th volume column. No dates needed. 200 bars or more gives each grade a fair sample.
No live signal
Paste bars and hit run. The chart fills in with every poke through the edge that reclaimed, graded by the Wyckoff number it earned.
How it backtests. The range is a rolling channel: the highest high and lowest low of the prior N bars (default 20). A spring is a bar whose low trades under the rolling low and a later bar (often the same one) closes back above it; an upthrust is the mirror image at the rolling high. Each one is scored with the Spring & Upthrust Analyzer's own rubric, 25 points depth, 20 speed, 30 reclaim close, 25 volume, using the average bar range over the lookback window as the stand-in for ATR since this tool takes no separate ATR input. Pokes 30% of the range or deeper are dropped as a broken range, not a spring or upthrust, the same cutoff the analyzer uses.
Wyckoff grade. Grade 3: depth 0.5x the stand-in ATR or under, volume 1.2x average or under, back inside within 2 bars. Grade 1: volume 1.8x or more, depth 1.5x or more, or 5 or more bars outside. Grade 2 is everything between. Outcome races 2 levels over the 5 bars after the reclaim bar closes: a win is a close back at the midpoint of the range, a loss is a new close beyond the spring low or upthrust high by 0.25x the stand-in ATR, the same buffer the analyzer sets the stop at. Neither in 5 bars is chop. An episode still open on the last bar, or one that reclaimed too recently to have a full 5-bar outcome, shows up as the live read instead of joining the count. A grade needs 5 or more decided instances before its win rate is worth trusting; fewer shows as thin. Keyboard: Enter runs the backtest, 1 and 2 load the examples.
Educational tool only, not financial advice. A grade that has paid off on your pasted history can still lose on the next print. Size for the stop, not the backtest.
Built by Jason Parker, founder of Trading Ranges.
Built by Jason Parker, founder of Trading Ranges.