VWAP 3SD fade SPY short only · SPY 5m backtest · Mar 29, 2023 – Oct 23, 2026
A backtest of VWAP 3SD fade SPY short only on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | VWAP 3SD fade SPY short only |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Oct 23, 2026 |
| Trades | 117 |
| Total return | -1.47% |
| Max drawdown | -2.50% |
| Profit factor | 0.80 |