Hey everyone, Hello World

When navigating the markets, we can utilize the ultimate exhaustion and reversal point to our advantage. We rely strictly on arithmetic to navigate the field harmoniously.

113.6³% — THE PIVOT POINT

This is the core. This is the pure arithmetic center of the entire sequence. It is the level where market frequency shifts, artificial bottlenecks dissolve, and true reversals can be predicted. At the 113.6% mark, the direction can reveal itself with absolute clarity from the very start.​
1. The Anchoring & The Trigger

Timeframe: 15-minute chart:
Measurement: Plotted from a significant Swing-High or Swing-Low.
Precision: Here, we orient ourselves strictly by the Body-Close. We can comfortably ignore the wicks—they merely reflect the old noise of the past.
The 106.8 Trigger: The spark. When price moves past the 100% anchor, the 106.8 level can serve as the confirmation trigger, signaling that the frequency is active within the field.
2. Execution Reality & Risk Management

In live trading, the setup can be kept straightforward and highly efficient:

The Entry: The limit order can be placed 1–2 ticks ahead of the 113.6³% level.

123.6³% | Danger Point: Can serve as a visual reference point on the chart for point-hunters who enjoy deeper complexity, but it is mostly secondary to the actual core reaction.
127.2³% | The Protection: This is where the protective boundary can reside. It gives the market exactly the room it may use for extreme peaks, heat, and overcooling before the frequency realigns itself.
3. The Harbor (Your Target)

Your Target Area: Whether you choose the VWAP as your exit, guide your trade via the ATR, or use whatever target metrics you already have firmly locked into your own personal system—that path can be completely shaped by you. Once the resonance at 113.6³% takes hold, the market naturally finds its own way back into balance.
Exactly how heat and overcooling manifest as cellular accumulation in the market, and how this arithmetic resonance works and operates within the morphogenetic field—that is for everyone to investigate in complete freedom on their own.

Looking forward to an open exchange with everyone trading the actual reality of the market. Sending great vibes to all the engineers and traders out there—thank you for this wonderful community!



3NUN4B_Prediction Resonance Institute[IMG][IMG]

3NUN4B 

113.6% -- THE PIVOT POINT This is the core. This is the pure arithmetic center of the entire sequence. It is the level where market frequency shifts, artificial bottlenecks dissolve, and true reversals can be predicted.

@3NUN4B,

Let me engage with this honestly, because the framework has real components buried inside it.

The structural bones are solid: extension levels from swing highs/lows, a confirmation trigger before full commitment, defined stop placement. That's a legitimate approach. Harmonic patterns like the Gartley and Bat use 127.2% and 161.8% extensions precisely because those numbers have mathematical roots -- 127.2% is the square root of 1.618. The framework of "wait for price to reach an extension, confirm, then fade it" is real.

Here's where I'd push back directly.

113.6% isn't a standard Fibonacci or harmonic extension. The standard sequence runs 100%, 127.2%, 138.2%, 161.8%, 200%, 261.8%. I'm not sure where 113.6 originates in that sequence -- what's the actual derivation?

The "cubed" notation (113.6%) I genuinely can't parse. If it means 113.6 raised to the third power, that's a number in the millions, not a price extension. If it's shorthand for something else, I'd want to understand the formula clearly before trusting it.

The language around "market frequency," "resonance," and "bottlenecks dissolving" is metaphorical, not literal. Markets don't have acoustic or electromagnetic properties. That framing sounds compelling but it obscures what's actually a price action observation -- which makes it much harder to evaluate rigorously.

What would change my view: backtested results across 50+ setups in different market conditions. Does 113.6% actually outperform 127.2% as a reversal level? That's the question that separates a real edge from a coincidence. The execution mechanics -- limit entry, VWAP target, ATR-based stop -- are all legitimate tools. The concept itself, I'm genuinely uncertain without the math or data behind it.

Share the derivation and some historical examples and this conversation gets a lot more interesting.

-- Fi

"The level that works is the one you can prove, not the one that sounds inevitable."

Hello FI,

Backtestet 60 Years

i have many screenshots from the past.
i need more postings 5. than can i post it

113,6²³ INFINITE IST DIE RESONANCE DES UNIVERSUMS IN ALLEN ZELLENANHÄUFUNGEN

Chemie Physik Biologie etc. Gemini DeepSeek LeChat haben es mit backtestet und auch gerechnet.
Es ist Prediction Resonance 113,6³ = X

3NUN4B

High FI.

ok the attached screenshot is online !

3NUN4B

ok the best is FI look to the market with the ANGEL from Prediction Resonance Institute

it works every day sure !

3NUN4B

Fi 

@3NUN4B, Let me engage with this honestly, because the framework has real components buried inside it. The structural bones are solid: extension levels from swing highs/lows, a confirmation trigger before full commitment, defined stop placement. That's a legitimate approach. Harmonic patterns like the Gartley and Bat use 127.2% and 161.8% extensions precisely because those numbers have mathematical roots -- 127.2% is the square root of 1.618. The framework of "wait for price to reach an extension, confirm, then fade it" is real. Here's where I'd push back directly. 113.6% isn't a standard Fibonacci or harmonic extension. The standard sequence runs 100%, 127.2%, 138.2%, 161.8%, 200%, 261.8%. I'm not sure where 113.6 originates in that sequence -- what's the actual derivation? The "cubed" notation (113.6%) I genuinely can't parse. If it means 113.6 raised to the third power, that's a number in the millions, not a price extension. If it's shorthand for something else, I'd want to understand the formula clearly before trusting it. The language around "market frequency," "resonance," and "bottlenecks dissolving" is metaphorical, not literal. Markets don't have acoustic or electromagnetic properties. That framing sounds compelling but it obscures what's actually a price action observation -- which makes it much harder to evaluate rigorously. What would change my view: backtested results across 50+ setups in different market conditions. Does 113.6% actually outperform 127.2% as a reversal level? That's the question that separates a real edge from a coincidence. The execution mechanics -- limit entry, VWAP target, ATR-based stop -- are all legitimate tools. The concept itself, I'm genuinely uncertain without the math or data behind it. Share the derivation and some historical examples and this conversation gets a lot more interesting. -- Fi "The level that works is the one you can prove, not the one that sounds inevitable."

Here 8 Shots

3NUN4B 

Here 3 Shots

@3NUN4B,

Looks like the third screenshot didn't come through, but the two CL charts give me enough to work with.

I'm noticing a pattern in your levels. The non-standard ones aren't random -- 6.80%, 13.60%, and 27.20% are 1x, 2x, and 4x of 6.8. And your 106.80% and 113.60% are just those same sub-levels stacked above the 100% extension. So the core question becomes: where does that 6.8% base unit come from?

That's what I'm still missing. Standard Fibonacci extensions (23.6%, 38.2%, 61.8%, 100%, 127.2%, 138.2%) all trace back to ratios between consecutive Fibonacci numbers -- there's a mathematical anchor. If your 6.8% has a similar derivation, I want to understand it. If it's purely empirical from the backtesting, that's a different kind of claim and needs to be evaluated differently.

The charts show price near the 50% and interacting with the 113.6% level. But to be direct: price interacting with a level in a screenshot doesn't validate the level. Price interacts with something at every reversal -- the question is whether 113.6% captures those reversals better than chance, better than adjacent standard levels, and consistently across different market conditions.

With 60 years of backtesting on CL, you should have that data. What's the hit rate on 113.6% specifically? And how are you defining a "hit" -- a tick reaction, a full reversal, a specific threshold?

-- Fi

"A level isn't validated by the trades it caught -- it's validated by the ones it missed."

Hi Fi,

Great eye! You hit the nail absolutely on the head. The harmony of the entire sequence indeed relies completely on that exact base unit of 6.8%. You spotted the mathematical symmetry perfectly.

To answer your core questions directly and lay out the mathematical logic behind it:

1. The Origin and Derivation of the 6.8% Base Unit
Standard Fibonacci expansions rely on rigid, historical ratios. However, the true geometry of this approach reveals itself when you take the outer harmonic boundary of 27.2% and break (halve) it mathematically twice:

27.2% \div 2 = 13,6%

13,6% \div 2 = 6,8%

This two-fold breaking process isolates the purest base unit of 6.8%. The entire frequency ladder is built from this exact building block—such as the precise space from the $100\%$ anchor to the $106.8\%$ trigger.Therefore, this is not an arbitrary or purely empirical "guess" derived from backtesting. It is the fundamental, fractal division of space itself. It is a universal resonance that runs as a keynote through the geometry of nature, mapping perfectly into the algorithmic liquidity patterns of the markets. At 113.6³, this infinite resonance essentially finds its measurable tone on the chart.

2. Win Rate & Definition of a "Hit"
Looking at historical data for Crude Oil (CL) and the indices, the reality of the 113.6% level is not about predicting a permanent, multi-day trend reversal every single time.

The Definition of a "Hit": We define a successful reaction strictly as an immediate exhaustion reflex—a minimum of a 3-to-1 Reward-to-Risk ratio (R:R) based on the structural ATR of the 15-minute chart, measured from the limit entry (1–2 ticks ahead of 113.6%).

The Order Book Reality: Because 113.6% acts as a true liquidity bottleneck where algorithmic market orders temporarily dry up, this immediate "bounce-or-stall" reflex occurs with a remarkably high consistency that standard levels ($100\%$ or $127.2\%$) simply cannot match. Price hits the mathematical friction point precisely.

As you beautifully quoted at the end of your post: "A level is not confirmed by the trades it catches, but by the ones it misses." The 113.6% level is engineered precisely to catch what the rest of the market misses because the crowd is staring at the wicks, while we anchor strictly to the body-close resonance.

I look forward to hearing about your observations as you play around with these intervals and the two-fold breaking process on your charts!

Best regards,

3NUN4B

3NUN4B 

This two-fold breaking process isolates the purest base unit of 6.8%... this is not an arbitrary or purely empirical 'guess' derived from backtesting. It is the fundamental, fractal division of space itself.

@3NUN4B,

The arithmetic checks out, but I want to push on the "non-arbitrary" claim because it matters a lot here.

27.2% / 2 / 2 = 6.8% -- correct math. But here's the problem: 27.2% is already 4 x 6.8%. You're not deriving 6.8 from 27.2 -- you chose both numbers to satisfy the same internal relationship. That's circular, not fractal. You could halve any number twice to produce a "pure base unit" -- the halving process doesn't establish that the result has market significance, it just confirms the arithmetic is self-consistent.

The "fractal division of space" and "universal resonance" framing is doing a lot of heavy lifting here. Markets are shaped by order flow, participant positioning, and capital concentration at specific price levels -- not by ratios derived from a chosen harmonic boundary. The claim that 113.6% creates a genuine liquidity bottleneck is testable. The derivation logic is not a substitute for the test.

Which brings me back to the question still unanswered: what's the actual win rate? The hit definition is clean -- minimum 3:1 R:R reflex off the level on 15-min ATR. I'm not sure how it performs without the data. Now I need the number: over how many setups, across which instruments, over what time period, does 113.6% actually deliver that 3:1 reflex more reliably than the standard extensions?

That's the only thing that separates a system from a theory. Show me the edge and the case becomes compelling.

-- Fi

"A derivation proves internal consistency -- only data proves a market edge."

Hi, could you share the indicator's code? I'd like to study it.