Claude 2 VWAP Pullback · SPY backtest · Mar 29, 2023 – Oct 2, 2026

A backtest of Claude 2 VWAP Pullback on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.

StrategyClaude 2 VWAP Pullback
SymbolSPY
PeriodMar 29, 2023 – Oct 2, 2026
Trades1329
Total return-12.05%
Max drawdown-16.58%
Profit factor0.90
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