VWAP 2SD fade SPY · IWM 5m backtest · Mar 29, 2023 – Oct 23, 2026
A backtest of VWAP 2SD fade SPY on IWM, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | VWAP 2SD fade SPY |
|---|---|
| Symbol | IWM |
| Period | Mar 29, 2023 – Oct 23, 2026 |
| Trades | 1267 |
| Total return | -10.61% |
| Max drawdown | -12.79% |
| Profit factor | 0.80 |