Strategy Backtests

Every strategy we trade is backtested against 2 years of SPY 5-minute intraday data from Alpaca's SIP feed. No curve-fitting. We test multiple parameter configurations and report all results.

VWAP Rejection (Bullish/Bearish Continuation)

Price approaches VWAP, fails to reclaim, and continues in the trend direction. 845 signals over 480 trading days.

Trades: 845Win Rate: 39%R:R: 1.66+57.1 pts

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