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Mean Reversion and Trendfollowing

Script from: TradingViewLongTermTrend followingMean reversionReversal

This strategy merges mean reversion and trend following, using a 200-period SMA and 2-period RSI to craft buy/sell signals. It activates mean reversion below SMA200 and trend following above. Buy signals arise from oversold RSI in reversion or above SMA200 in trend; sell signals from overbought RSI or a dip below 95% of SMA200. Users can customize modes, start date, and position sizing.

Premium users only

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

@ Daily

9.29

Risk Reward

5,323.20 %

Total ROI

63

Premium users only

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

@ 5 min

6.49

Risk Reward

393.59 %

Total ROI

44

Premium users only

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

@ Daily

5.72

Risk Reward

2,244.10 %

Total ROI

115

Premium users only

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

@ Daily

4.86

Risk Reward

588.10 %

Total ROI

41

Premium users only

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

@ Daily

3.93

Risk Reward

823.92 %

Total ROI

105

Premium users only

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

@ Daily

3.71

Risk Reward

556.12 %

Total ROI

113

Premium users only

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

@ 4 h

3.30

Risk Reward

1,928.39 %

Total ROI

64

Premium users only

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

@ 1 h

3.29

Risk Reward

2,086.01 %

Total ROI

46

Premium users only

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

@ 4 h

3.28

Risk Reward

3,928.41 %

Total ROI

141

Premium users only

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

@ 4 h

3.18

Risk Reward

580.71 %

Total ROI

103

Premium users only

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

@ Daily

3.09

Risk Reward

1,175.62 %

Total ROI

54

Premium users only

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

@ Daily

3.07

Risk Reward

701.97 %

Total ROI

41

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Active Trades

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Mean Reversion and Trendfollowing 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 long-term by holding period.

99
Backtests run
2.0
Avg profit factor
>1,000%
Avg net profit
+41%
Avg annualized return
58%
Avg max drawdown
0.14
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by >1,000% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto721.2+820%74%0.14
Stocks7332.3>1,000%53%0.14
Forex672.8+112%0.14

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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