SSA Trend Cycle — Forex 1H
Singular Spectrum Analysis decomposition for trend and cycle extraction. Trades major forex pairs at the 1H level with high win rate.
FREE
Equity Curve
BACKTEST+$2,450.75
Net P&L over 187 trades
Performance Metrics
1.47
Profitable
58.2%
109 winning trades
+$2,450.75
Avg: $13.10/trade
1.65
Strong risk-adjusted
$812.50
Peak to trough
187
Avg $13.10 per trade
Jan 1, 2024 — Jan 15, 2026
EURUSD • 1H
Strategy Description
Uses Singular Spectrum Analysis (SSA) — a technique from signal processing — to decompose forex price into trend and cyclical components.
Technical Details: - SSA window length optimized for 1H forex dynamics - Extracts dominant trend via eigenvalue decomposition - Cycle component identifies mean-reversion opportunities - 58.2% win rate with 1.47 profit factor
Excellent for major pairs like EURUSD and USDJPY where cyclical patterns are strong.
Testing Details
Platform Support
TradingView
Pine Script v6
Tags
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Live TradesLINKED
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