Optimal F by Ralph Vince. Position Sizing and Risk Analysis

Script from: TradingViewSwing

Top 10 Backtests of Optimal F by Ralph Vince. Position Sizing and Risk Analysis

Explore the most profitable cryptocurrency and stock backtests with Optimal F by Ralph Vince. Position Sizing and Risk Analysis Strategy (on TradingView).

Filters

Sandisk Corporation (SNDK)

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ Daily

2.00

Profit Factor

9.12 %

Total ROI

Gold Futures (GC1!)

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ DailyTradeSearcher backtest

1.51

Profit Factor

218.08 %

Total ROI

232

NIFTY 50 (NIFTY)

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ 1 h

1.50

Profit Factor

248.74 %

Total ROI

1103

Dow Jones 30 (US30)

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ Daily

1.40

Profit Factor

109.30 %

Total ROI

Gold Futures (GC1!)

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ 4 hTradeSearcher backtest

1.22

Profit Factor

204.00 %

Total ROI

992

Dow Jones 30 (US30)

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ 2 h

1.19

Profit Factor

193.94 %

Total ROI

969

Gold Futures (GC1!)

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ 1 hTradeSearcher backtest

1.17

Profit Factor

148.78 %

Total ROI

997

Dow Jones 30 (US30)

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ 1 h

1.15

Profit Factor

123.04 %

Total ROI

1125

Dow Jones 30 (US30)

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ 4 h

1.11

Profit Factor

81.20 %

Total ROI

496

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

+ Optimal F by Ralph Vince. Position Sizing and Risk Analysis

@ 1 hTradeSearcher backtest

1.08

Profit Factor

97.45 %

Total ROI

993

View all strategies in the app

Access filters, details, best timeframes, explore 100K+ backtests and more

Get started

Active Trades

Create your account to see on which symbols Optimal F by Ralph Vince. Position Sizing and Risk Analysis is currently trading on.

Popular TradingView Strategies

Bollinger + RSI, Double Strategy (by ChartArt) v1.1

20 backtests

PMax Explorer STRATEGY & SCREENER

65 backtests

Flawless Victory Strategy - 15min BTC Machine Learning Strategy

130 backtests

Bollinger + RSI, Double Strategy Long-Only (by ChartArt) v1.2

85 backtests

Optimized Trend Tracker STRATEGY & SCREENER

78 backtests

Stochastic + RSI, Double Strategy (by ChartArt)

28 backtests

Bollinger + RSI, Double Strategy (by ChartArt)

25 backtests

Bjorgum Double Tap

40 backtests

EMA Slope + EMA Cross Strategy (by ChartArt)

38 backtests

Pivot Point SuperTrend [Backtest]

72 backtests

Find the best trading strategy for your trading styte

Browse strategies

Popular Cryptos

Bitcoin / TetherUS (BTCUSDT)

BINANCE:BTCUSDT

55 strategies

Ethereum / TetherUS (ETHUSDT)

BINANCE:ETHUSDT

119 strategies

TetherUS / USD (USDTUSD)

BINANCEUS:USDTUSD

88 strategies

XRP / TetherUS (XRPUSDT)

BINANCE:XRPUSDT

77 strategies

Binance Coin / TetherUS (BNBUSDT)

BINANCE:BNBUSDT

53 strategies

USDC / U.S. Dollar (USDCUSD)

GEMINI:USDCUSD

0 strategies

SOL / TetherUS (SOLUSDT)

BINANCE:SOLUSDT

73 strategies

USTCUSDT SPOT (USTCUSDT)

BYBIT:USTCUSDT

116 strategies

TRON / TetherUS (TRXUSDT)

BINANCE:TRXUSDT

42 strategies

Dogecoin / TetherUS (DOGEUSDT)

BINANCE:DOGEUSDT

83 strategies

Popular Stocks

Tesla, Inc. (TSLA)

NASDAQ:TSLA

255 strategies

NVIDIA Corporation (NVDA)

NASDAQ:NVDA

92 strategies

Micron Technology, Inc. (MU)

NASDAQ:MU

72 strategies

American Airlines Group, Inc. (AAL)

NASDAQ:AAL

573 strategies

Safety Shot, Inc. (SHOT)

NASDAQ:SHOT

0 strategies

Apple Inc. (AAPL)

NASDAQ:AAPL

100 strategies

Applied UV, Inc. (AUVI)

NASDAQ:AUVI

108 strategies

Microsoft Corporation (MSFT)

NASDAQ:MSFT

97 strategies

Amazon.com, Inc. (AMZN)

NASDAQ:AMZN

121 strategies

Lucid Group, Inc. (LCID)

NASDAQ:LCID

601 strategies

Optimal F by Ralph Vince. Position Sizing and Risk Analysis 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.

Backtests run

1.3

Avg profit factor

+143%

Avg net profit

+15%

Avg annualized return

32%

Avg max drawdown

0.21

Avg Sharpe ratio

On average, backtests of this strategy lagged a buy-and-hold baseline by 150% over the same window.

Performance by asset class

Market	Backtests	Avg profit factor	Avg net profit	Avg max drawdown	Avg Sharpe
Stocks	359	1.4	+128%	4%	0.20

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.

Explore the best Trading & TradingView strategies

Stop trading blindly. Explore quality-gated backtests and improve your trading skills with data.

Start for free