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Universal Regime Alpha Thermocline Strategy

Script from: TradingViewSwing

Premium users only

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

@ 4 h

18.43

Risk Reward

25.76 %

Total ROI

20

Total Trades

Sandisk Corporation (SNDK)

+ Universal Regime Alpha Thermocline Strategy

@ 2 h

2.65

Risk Reward

22.01 %

Total ROI

55

Total Trades

Binance Coin / TetherUS (BNBUSDT)

+ Universal Regime Alpha Thermocline Strategy

@ Daily

2.58

Risk Reward

34.74 %

Total ROI

148

Total Trades

BITCOIN FUTURES (CONTINUOUS: CURRENT CONTRACT IN FRO...)

+ Universal Regime Alpha Thermocline Strategy

@ Daily

2.21

Risk Reward

141.86 %

Total ROI

89

Total Trades

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

+ Universal Regime Alpha Thermocline Strategy

@ 1 h

1.19

Risk Reward

51.15 %

Total ROI

758

Total Trades

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

+ Universal Regime Alpha Thermocline Strategy

@ 4 h

1.09

Risk Reward

13.31 %

Total ROI

214

Total Trades
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Active Trades

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Universal Regime Alpha Thermocline Strategy 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.

6
Backtests run
4.7
Avg profit factor
+48%
Avg net profit
+9%
Avg annualized return
11%
Avg max drawdown
0.17
Avg Sharpe ratio

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

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto372.6+35%24%0.08
Stocks4405.8+28%3%0.19

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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