All-Time-High Mean-Reversion | RealTest Code & Backtest

Don’t chase breakouts, exploit them.
This strategy waits for all-time-high breakouts to fail, then strikes on the pullback when weak hands get shaken out.

Main info

• Used Norgate Data - Russell 3000 Current & Past symbols
• Daily Timeframe
• Backtested period 1/1/2000 - 05/07/2025

Included files

• RealTest file (.rts)
• Full code in .TXT file with RealTest code for the AmiBroker or Python users (Python users mostly convert this code to python with chatgpt, need help send email)
• Disclaimer

Requirements

• RealTest
• Norgate Data – US Stocks (Platinum / Diamond package)

This strategy results are with:

• Interactive Broker US commissions
• Limit Extra
• + Survivorship bias-free
• + Lookahead bias-free

Tutorial - for RealTest users

1. Unzip folder or just copy the code from the checkout page
2. Open RealTest
3. Open the downloaded .rtd file or paste the copied code
4. Click import
5. Click run

Need help? Send your questions - setupalpha.capital@gmail.com

Check with other universes.

If you had payment issues or prefer PayPal, Stripe, Crypto, or Wise, just reply and we’ll help you out manually. (setupalpha.capital@gmail.com)

Save thousands of hours ⌛ -> we do the research, testing, and debugging so you can simply download and run.

We’re not financial advisors and this is not financial advice.

Send your questions - setupalpha.capital@gmail.com