[fpemehd] SSL Baseline Strategy

Script from: TradingViewSwingTrend followingBreakout

The SSL Baseline Strategy is a trend-following approach that utilizes the SSL Hybrid Baseline to identify long and short trends, optimal for 4hr and 1d time frames. Long positions are taken when the closing price surpasses the upper Keltner Channel of the moving average baseline. Conversely, short positions are initiated when the closing price falls below the lower Keltner Channel. Stop losses are strategically placed using a lookback of the highest highs or lowest lows.

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.

2,459backtests3 markets

27robust scoreranked median 52

0.21p-valueranked median 0.24

3/151pass 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.

line.new() or array.new() created on every bar without var qualifier

Found on lines 77, 78, 79, 84, 85, 86. Create objects once (var) or gate creation with barstate.isfirst/na checks.

✓

Script availability

Open-source, still published on TradingView.

✓

Statistical edge

Average t-statistic 2.12 (p = 0.21), above the median of 1.98 (p = 0.24) for ranked strategies.

✓

Quality gate

3 of 151 backtests with more than 15 trades pass our quality gate.

Robust score

27/100, 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.

2.12

avg. t-statistic

1.98

median, ranked strategies

Best 5 of 2,459 backtests

Shown for transparency.

Symbol	Timeframe	Net profit	Profit factor	Trades	Max drawdown
AMC Entertainment Holdings, Inc. NYSE:AMC	1H	+198%	1.36	1,499	23%
Plug Power, Inc. NASDAQ:PLUG	2H	+134%	1.26	1,528	24%
Riot Platforms, Inc. NASDAQ:RIOT	1H	+122%	1.19	1,657	28%
QuantumScape Corporation NASDAQ:QS	1H	+98%	1.24	772	18%
AMC Entertainment Holdings, Inc. NYSE:AMC	2H	+88%	1.32	940	19%

⚠Selected after the fact: these are the best 5 of 2,459 runs, not what to expect from this strategy.

Is [fpemehd] SSL Baseline Strategy profitable?

Not reliably, based on our tests. Across 2,459 backtests, 3 of 151 with more than 15 trades pass our quality gate. The best result is +198% on AMC Entertainment Holdings, Inc. (1H, 1499 trades). On average, its results are statistically indistinguishable from chance (p = 0.21).

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