Low Drawdown Nasdaq Mean Reversion Strategy | RealTest code
A calm but highly profitable Nasdaq-focused mean reversion strategy captures short-term pullbacks in stable, large-cap tech stocks.
Ideal for traders who value stability.
Using EWMA for volatility prediction (a method backed by machine learning quant research) and a proven pullback rule from Connors & Alvarez.
Free lifetime support, always – From technical questions to trading discussions, we support every buyer personally. You’ll never be left alone with the code.
Main info
- Used Norgate Data (Current & Past/Delisted symbols)
- Daily Timeframe
- Backtested period 2000-5/23/2025
- Starting Balance $100K
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)
Info
- Includes IBKR Broker Commissions
- Includes Limit Extra Buffer
- Survivorship bias-free
- Lookahead bias-free
Tutorial - for RealTest users
- Unzip folder
- Open RealTest
- Open the downloaded .rtd file
- Click import
- Click run
Need help? Send your questions - setupalpha.capital@gmail.com
All results below include trading costs (broker commissions + limit extra buffert) to reflect real-life execution.
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)
We’re not financial advisors and this is not financial advice.
Send your questions - setupalpha.capital@gmail.com