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Advanced Linear Regression Channels with OLS & T-Critical Bands

Script from: TradingViewIntraday

Sandisk Corporation (SNDK)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ 2 h

2.07

Risk Reward

46.64 %

Total ROI

74

Total Trades

GE Vernova Inc. (GEV)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ 2 h

2.06

Risk Reward

50.03 %

Total ROI

89

Total Trades

CoreWeave, Inc. (CRWV)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ 4 h

2.01

Risk Reward

18.77 %

Total ROI

22

Total Trades

Rocket Companies, Inc. (RKT)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ Daily

1.64

Risk Reward

20.45 %

Total ROI

31

Total Trades

QNT / TetherUS (QNTUSDT)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ Daily

1.59

Risk Reward

38.59 %

Total ROI

101

Total Trades

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

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ 5 min

1.50

Risk Reward

66.33 %

Total ROI

909

Total Trades

Renault (RNO)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ 5 min

1.40

Risk Reward

25.85 %

Total ROI

779

Total Trades

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

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ Daily

1.38

Risk Reward

72.37 %

Total ROI

88

Total Trades

Euro Fx/New Zealand Dollar (EURNZD)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ 5 min

1.35

Risk Reward

2.56 %

Total ROI

1213

Total Trades

Euro Fx/British Pound (EURGBP)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ 15 min

1.35

Risk Reward

2.86 %

Total ROI

1202

Total Trades

U.S. Dollar/South African Rand (USDZAR)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ 15 min

1.33

Risk Reward

9.54 %

Total ROI

1308

Total Trades

ICP / TetherUS (ICPUSDT)

+ Advanced Linear Regression Channels with OLS & T-Critical Bands

@ Daily

1.29

Risk Reward

24.27 %

Total ROI

98

Total Trades
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Active Trades

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Advanced Linear Regression Channels with OLS & T-Critical Bands 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 intraday by holding period.

39
Backtests run
1.3
Avg profit factor
+22%
Avg net profit
+13%
Avg annualized return
18%
Avg max drawdown
0.25
Avg Sharpe ratio

On average, backtests of this strategy lagged a buy-and-hold baseline by 47% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto421.2+32%0.09
Stocks3531.3+28%14%0.20
Forex661.2+4%2%0.33

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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