SOFEX Strong Volatility Trend Follower + Backtesting

Script from: TradingViewSwing

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.

216backtests3 markets

32robust scoreranked median 52

0.62p-valueranked median 0.24

0/4pass quality gatebacktests >15 trades

Audit details

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

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Repainting audit

Not run yet.

✓

Script availability

Closed-source, still published on TradingView.

Statistical edge

Average t-statistic 0.53 (p = 0.62), below the median of 1.98 (p = 0.24) for ranked strategies.

Quality gate

None of the 4 backtests with more than 15 trades passes our quality gate.

Robust score

32/100, 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.

0.53

avg. t-statistic

1.98

median, ranked strategies

Best 5 of 216 backtests

Shown for transparency.

Symbol	Timeframe	Net profit	Profit factor	Trades	Max drawdown
British Pound/U.S. Dollar FX:GBPUSD	2H	+19%	2.97	19	2%
Shopify Inc. NYSE:SHOP	15m	+13%	1.11	104	18%
BTCUSDTPERP PERPETUAL MIX CONTRACT BITGET:BTCUSDT.P	1D	+12%	2.07	16	4%
Aptos CRYPTO:APTOUSD	1D	+6%	1.84	10	3%
OKB CRYPTO:OKBUSD	5m	+4%	1.37	13	6%

⚠Selected after the fact: these are the best 5 of 216 runs, not what to expect from this strategy. Most have fewer than 60 trades, too few to separate skill from luck.

Is SOFEX Strong Volatility Trend Follower + Backtesting profitable?

Not reliably, based on our tests. Across 216 backtests, 0 of 4 with more than 15 trades pass our quality gate. The best result is +19% on British Pound/U.S. Dollar (2H, 19 trades). On average, its results are statistically indistinguishable from chance (p = 0.62).

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