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VWAP Suite | Trend & Mean Reversion with Adaptive Filters

Script from: TradingViewIntraday

CoreWeave, Inc. (CRWV)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 5 min

1.82

Risk Reward

6.21 %

Total ROI

98

Total Trades

Oklo Inc. (OKLO)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 5 min

1.55

Risk Reward

4.92 %

Total ROI

92

Total Trades

BONK / TetherUS (BONKUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.53

Risk Reward

18.96 %

Total ROI

176

Total Trades

AST SpaceMobile, Inc. (ASTS)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 5 min

1.40

Risk Reward

4.27 %

Total ROI

101

Total Trades

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

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 15 min

1.27

Risk Reward

2.24 %

Total ROI

57

Total Trades

SEI / TetherUS (SEIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.26

Risk Reward

9.71 %

Total ROI

181

Total Trades

SUI / TetherUS (SUIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.21

Risk Reward

9.40 %

Total ROI

219

Total Trades

Ethereum / TetherUS (ETHUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 1 h

1.20

Risk Reward

5.53 %

Total ROI

301

Total Trades

DOT / TetherUS (DOTUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.20

Risk Reward

13.46 %

Total ROI

385

Total Trades

SEI / TetherUS (SEIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 2 h

1.19

Risk Reward

8.30 %

Total ROI

269

Total Trades

BONK / TetherUS (BONKUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 2 h

1.17

Risk Reward

8.75 %

Total ROI

243

Total Trades

CAKE / TetherUS (CAKEUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 1 h

1.16

Risk Reward

6.05 %

Total ROI

321

Total Trades
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Active Trades

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VWAP Suite | Trend & Mean Reversion with Adaptive Filters 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.

14
Backtests run
1.3
Avg profit factor
+8%
Avg net profit
+3%
Avg annualized return
5%
Avg max drawdown
0.11
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 64% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto451.2+9%0.06
Stocks3501.6+5%2%0.30

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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