Machine Learning: SuperTrend Strategy TP/SL [YinYangAlgorithms]

Script from: TradingViewIntradayAITrend followingMomentumVolatility

The "SuperTrend Strategy TP/SL" leverages a combination of traditional SuperTrend indicators with advanced machine learning (ML) techniques and added Take Profit (TP) and Stop Loss (SL) mechanisms. This strategy applies k-Nearest Neighbor (KNN) filtering to refine SuperTrend calculations, averaging results with mean or exponential emphasis to detect trend shifts swiftly. Upon a trend confirmation, dynamic TP and SL are used to secure gains in strong momentum scenarios and limit losses during market consolidation.

Audit verdict

Not rankedUpdated Jul 28, 2026

No reliable edge found

Its average result can't be told apart from chance, so it stays out of our rankings. The script itself passed our repainting audit.

2,516backtests3 markets

38robust scoreranked median 52

0.35p-valueranked median 0.24

1/164pass quality gatebacktests >15 trades

Audit details

How we decide whether a strategy enters our rankings. Read the methodology →

✓

Repainting audit

8 of 8 checks passed.

✓

Script availability

Open-source, still published on TradingView.

Statistical edge

Average t-statistic 1.28 (p = 0.35), below the median of 1.98 (p = 0.24) for ranked strategies.

✓

Quality gate

1 of 164 backtests with more than 15 trades pass our quality gate.

Robust score

38/100, below the median of 52 for ranked strategies.

How its evidence compares

The t-statistic measures how far the average result sits from zero relative to its noise. Below about 2, it is within what random entries produce.

1.28

avg. t-statistic

1.98

median, ranked strategies

Best 5 of 2,516 backtests

Shown for transparency.

Symbol	Timeframe	Net profit	Profit factor	Trades	Max drawdown
Novavax, Inc. NASDAQ:NVAX	2H	+409%	1.32	829	63%
Ford Motor Company NYSE:F	1H	+203%	1.33	749	19%
Riot Platforms, Inc. NASDAQ:RIOT	1D	+201%	1.23	160	72%
Elevation Oncology, Inc. NASDAQ:ELEV	1D	+183%	4.69	17	21%
Plug Power, Inc. NASDAQ:PLUG	4H	+146%	1.23	275	37%

⚠Selected after the fact: these are the best 5 of 2,516 runs, not what to expect from this strategy.

Is Machine Learning: SuperTrend Strategy TP/SL [YinYangAlgorithms] profitable?

Not reliably, based on our tests. Across 2,516 backtests, 1 of 164 with more than 15 trades pass our quality gate. The best result is +409% on Novavax, Inc. (2H, 829 trades). On average, its results are statistically indistinguishable from chance (p = 0.35).

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