ATR Mean Reversion Strategy V1

Script from: TradingViewSwingMean reversionVolatility

The ATR Mean Reversion Strategy V1 employs a "Long Only" tactic, initiating a buy when the price falls beneath the ATR lower band. Set a stop loss at the current price minus ATR times a specified ATR multiplier. Take profit at the Mean EMA, or under two conditions: the stock is above the ATR and current candle's low dips below the previous one.

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.

2,102backtests3 markets

18robust scoreranked median 52

0.18p-valueranked median 0.24

0/110pass quality gatebacktests >15 trades

Audit details

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

Repainting audit

7 of 8 checks passed.

plot/label/shape drawn in the past (offset = -n)

Found on line 8. Avoid negative offsets when plotting or drawing; they imply future placement.

✓

Script availability

Open-source, still published on TradingView.

✓

Statistical edge

Average t-statistic 2.08 (p = 0.18), above the median of 1.98 (p = 0.24) for ranked strategies.

Quality gate

None of the 110 backtests with more than 15 trades passes our quality gate.

Robust score

18/100, 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.

2.08

avg. t-statistic

1.98

median, ranked strategies

Best 5 of 2,102 backtests

Shown for transparency.

Symbol	Timeframe	Net profit	Profit factor	Trades	Max drawdown
Marathon Digital Holdings, Inc. NASDAQ:MARA	1D	+8,049%	1.22	219	97%
Cameco Corporation NYSE:CCJ	1D	+2,662%	1.61	586	55%
JetBlue Airways Corporation NASDAQ:JBLU	1D	+1,215%	1.28	398	59%
Opendoor Technologies Inc NASDAQ:OPEN	1H	+854%	1.20	812	68%
Tezos / TetherUS BINANCE:XTZUSDT	1D	+532%	1.12	191	72%

⚠Selected after the fact: these are the best 5 of 2,102 runs, not what to expect from this strategy.

Is ATR Mean Reversion Strategy V1 profitable?

Not reliably, based on our tests. Across 2,102 backtests, 0 of 110 with more than 15 trades pass our quality gate. The best result is +8,049% on Marathon Digital Holdings, Inc. (1D, 219 trades). On average, its results are statistically indistinguishable from chance (p = 0.18).

Strategies that passed our audit

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73/100robust score

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73/100robust score

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64/100robust score

0/231backtests pass quality gate

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