Claude 1 ORB VWAP · SPY backtest · Mar 29, 2023 – Oct 2, 2026
A backtest of Claude 1 ORB VWAP on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | Claude 1 ORB VWAP |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Oct 2, 2026 |
| Trades | 880 |
| Total return | +26.42% |
| Max drawdown | -5.80% |
| Profit factor | 1.19 |