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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 profit factor above 3

@ Daily

8.35

Profit Factor

145.58 %

Total ROI

36

Premium users only

Premium users can access all backtests with a profit factor above 3

@ 2 h

4.18

Profit Factor

267.72 %

Total ROI

32

CRUDE OIL FUTURES (CONTINUOUS: CURRENT CONTRACT IN F...)

+ Mean reversion

@ DailyTradeSearcher backtest

2.98

Profit Factor

31.94 %

Total ROI

30

Palantir Technologies Inc. (PLTR)

+ Mean reversion

@ Daily

2.95

Profit Factor

247.57 %

Total ROI

51

AST SpaceMobile, Inc. (ASTS)

+ Mean reversion

@ Daily

2.85

Profit Factor

620.64 %

Total ROI

56

Sandisk Corporation (SNDK)

+ Mean reversion

@ 1 h

2.61

Profit Factor

177.06 %

Total ROI

68

AT&T Inc. (T)

+ Mean reversion

@ Daily

2.58

Profit Factor

1,212.59 %

Total ROI

277

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

+ Mean reversion

@ Daily

2.51

Profit Factor

327.82 %

Total ROI

148

Morgan Stanley (MS)

+ Mean reversion

@ Daily

2.12

Profit Factor

5,390.11 %

Total ROI

240

E-MINI S&P 500 FUTURES (CONTINUOUS: CURRENT CONTRACT...)

+ Mean reversion

@ DailyTradeSearcher backtest

2.06

Profit Factor

81.24 %

Total ROI

83

ONDO / TetherUS (ONDOUSDT)

+ Mean reversion

@ 1 h

1.99

Profit Factor

130.21 %

Total ROI

183

GRT / TetherUS (GRTUSDT)

+ Mean reversion

@ 4 h

1.98

Profit Factor

182.67 %

Total ROI

86

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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.

88
Backtests run
1.5
Avg profit factor
+192%
Avg net profit
+14%
Avg annualized return
40%
Avg max drawdown
0.15
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 60% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto731.4+131%27%0.23
Stocks1,1001.4+233%43%0.11
Forex721.6+10%5%0.13

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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