Gaussian Detrended Reversion

Script from: TradingViewSwingMean reversionReversal

This strategy employs a Gaussian Detrended Price Oscillator (GDPO) to detect price reversals by detrending price with a period-specific EMA. Gaussian smoothing via the Arnaud Legoux Moving Average further refines the oscillator for clearer trend indication. Trades are entered or exited based on crossovers between the GDPO and its lag, with visual cues on the chart highlighting entry/exit points and smoothed GDPO trends.

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.

2,110backtests3 markets

31robust scoreranked median 52

0.33p-valueranked median 0.24

1/74pass 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 1.17 (p = 0.33), below the median of 1.98 (p = 0.24) for ranked strategies.

✓

Quality gate

1 of 74 backtests with more than 15 trades pass our quality gate.

Robust score

31/100, 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.

1.17

avg. t-statistic

1.98

median, ranked strategies

Best 5 of 2,110 backtests

Shown for transparency.

Symbol	Timeframe	Net profit	Profit factor	Trades	Max drawdown
AMC Entertainment Holdings, Inc. NYSE:AMC	2H	+15,012%	1.58	173	70%
Fetch.AI / TetherUS BINANCE:FETUSDT	1D	+3,158%	1.07	30	90%
Transocean Ltd (Switzerland) NYSE:RIG	1D	+1,101%	1.44	110	73%
Freeport-McMoRan, Inc. NYSE:FCX	1D	+879%	1.41	111	67%
Enovix Corporation NASDAQ:ENVX	4H	+721%	1.98	14	46%

⚠Selected after the fact: these are the best 5 of 2,110 runs, not what to expect from this strategy.

Is Gaussian Detrended Reversion profitable?

Not reliably, based on our tests. Across 2,110 backtests, 1 of 74 with more than 15 trades pass our quality gate. The best result is +15,012% on AMC Entertainment Holdings, Inc. (2H, 173 trades). On average, its results are statistically indistinguishable from chance (p = 0.33).

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