Bat vs Gartley: Why 0.886 vs 0.786 Changes Everything

Two patterns that look almost identical on a chart produce different win rates, different stop distances, and different optimal markets. The 0.100 retracement gap is the entire explanation.

The Bat and the Gartley share the XABCD five-point structure and the 0.618 AB retracement of XA. They diverge at one ratio: the Gartley completes D at 0.786 of XA, the Bat completes D at 0.886 of XA. That single difference is not cosmetic — it changes the trade.

Why the 0.886 level behaves differently

The 0.786 retracement sits where shallow pullbacks reverse in range-bound markets. The 0.886 retracement sits where deep pullbacks reverse in trending markets — where the last buyers of the prior up-leg capitulate, handing supply to professionals.

Property	Gartley (0.786)	Bat (0.886)
Optimal context	Range-bound, mature trend	Trending, fresh pullback
Win rate (backtested, ES daily)	~62%	~58%
Average stop distance	0.25 × ATR beyond X	0.20 × ATR beyond X
Average reward to T2	1.8 × risk	2.4 × risk
Failure mode	Overshoots to 0.886	Overshoots to 1.13 (Crab)

The Gartley wins more often but pays less per win; the Bat wins less often but pays more. Expectancy is similar (~0.3R), so the choice is contextual.

The CD leg tells you which one is forming

• If CD projects to 1.272–1.618 of BC and lands near 0.786 of XA → Gartley in progress.
• If CD projects to 1.618–2.618 of BC and lands near 0.886 of XA → Bat in progress.
• If CD projects beyond 2.618 of BC → neither; a Crab is forming.

The BC retracement also separates them early. A Gartley's BC is typically 0.382–0.886 of AB. A Bat's BC is typically 0.382–0.500 — shallower, because the pattern needs room for the deeper CD extension.

Different stops, different targets

Because the Bat completes deeper, its stop is tighter in ATR terms — price is closer to X. But its deeper completion also means a longer CD leg and larger extension targets.

Gartley plan: stop 0.25 × ATR beyond X, targets at 0.382 and 0.618 of CD.

Bat plan: stop 0.20 × ATR beyond X, targets at 0.382 of CD and at point A (the Bat's deeper completion makes the A target realistic where the Gartley's rarely reaches it). The Bat's target-at-A is the structural reason its average reward is higher.

Worked comparison

A stock swings X = $50 to A = $60 (XA = $10).

• Gartley D = 50 + (10 × 0.786) = $57.86. Stop at 50 − (0.25 × ATR). Target 2 at 0.618 of CD.
• Bat D = 50 + (10 × 0.886) = $58.86. Stop at 50 − (0.20 × ATR). Target 2 at point A = $60.

The Bat enters $1.00 higher, with a tighter stop, and targets $60 versus the Gartley's lower target. The Bat risks less per share to win more per share — but only if 0.886 holds, which it does less often than 0.786.

How to decide in real time

1. Identify context first. Range → favour Gartley. Trend → favour Bat.
2. Track BC as it forms. Shallow BC (0.382–0.500) primes a Bat; deeper BC (0.618–0.886) primes a Gartley.
3. Pre-commit orders at both 0.786 and 0.886 with the appropriate plan for each. Never switch plans mid-trade.
4. If price blows through 0.886, cancel both — you are looking at a Crab.

The 0.100 gap is small on the chart and large in the trade. Treat the two patterns as separate systems that happen to share a shape.