VWAP 2SD fade SPY target 0.25SD · SPY 5m backtest · Mar 29, 2023 – Oct 23, 2026
A backtest of VWAP 2SD fade SPY target 0.25SD on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | VWAP 2SD fade SPY target 0.25SD |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Oct 23, 2026 |
| Trades | 1686 |
| Total return | -20.90% |
| Max drawdown | -21.36% |
| Profit factor | 0.79 |