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Mean reversion

Script from: TradingViewSwingMean reversionPrice actionVolumeVolatility

The Mean Reversion strategy identifies three-consecutive bullish or bearish candles culminating in a strong move. Trades are held until surpassing previous highs. A simple moving average filters shorts, with customizable length and last candle strength. It excels with QQQ on daily charts, yet also performs intraday. Originated by Hackertrader and refined by QuantpT.

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ 2 h

11.16

Risk Reward

300.41 %

Total ROI

27

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

6.61

Risk Reward

111.17 %

Total ROI

34

Palantir Technologies Inc. (PLTR)

+ Mean reversion

@ Daily

2.95

Risk Reward

247.57 %

Total ROI

51

AT&T Inc. (T)

+ Mean reversion

@ Daily

2.85

Risk Reward

1,245.92 %

Total ROI

274

AST SpaceMobile, Inc. (ASTS)

+ Mean reversion

@ Daily

2.79

Risk Reward

600.03 %

Total ROI

55

Sandisk Corporation (SNDK)

+ Mean reversion

@ 1 h

2.64

Risk Reward

152.69 %

Total ROI

59

E-MINI NASDAQ-100 FUTURES (CONTINUOUS: CURRENT CONTR...)

+ Mean reversion

@ Daily

2.53

Risk Reward

329.25 %

Total ROI

146

Morgan Stanley (MS)

+ Mean reversion

@ Daily

2.16

Risk Reward

5,478.85 %

Total ROI

239

ONDO / TetherUS (ONDOUSDT)

+ Mean reversion

@ 2 h

2.01

Risk Reward

48.79 %

Total ROI

85

GRT / TetherUS (GRTUSDT)

+ Mean reversion

@ 4 h

1.98

Risk Reward

182.67 %

Total ROI

86

Kenvue Inc. (KVUE)

+ Mean reversion

@ 2 h

1.83

Risk Reward

46.27 %

Total ROI

93

Verizon Communications Inc. (VZ)

+ Mean reversion

@ Daily

1.79

Risk Reward

556.78 %

Total ROI

296

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Active Trades

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Mean reversion backtest statistics

Aggregated across every validated backtest TradeSearcher has run on this strategy. Figures update automatically as new backtests are added — they are not edited by hand. Classified as swing by holding period.

81
Backtests run
1.5
Avg profit factor
+205%
Avg net profit
+15%
Avg annualized return
42%
Avg max drawdown
0.14
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 42% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto741.4+114%27%0.24
Stocks1,1001.5+234%43%0.12
Forex722%

Backtests use the validated-universe filter: non-repainting scripts, over 15 trades, non-excluded. Per-market rows appear only when at least one backtest exists for that asset class.

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