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Deep Dip

by Ordertune · part of Advanced

  • Mean reversion, long only
  • Risk medium

Deep Dip is a mean reversion model that buys the second wave of a sell-off. It looks for quality stocks in a long-term uptrend that drop sharply in one day and keep selling off the next. That two-day flush often marks an overshoot close to exhaustion, and the model aims to capture the rebound that follows.

Universe
Nasdaq100
Holding period
about 5 trading days on average
Order types
market, limit

€269

Advanced bundle · 10 strategies · per month, net

Subscribe to Advanced

Orders go to your own Alpaca account. You set the position size and approve each order until you switch to automatic.

4 Nov 2025 to 3 Nov 2026 · 251 trading days

Strategy level

What to expect from the strategy as a whole, measured on the daily return series.

Return
+30.0%
compounded over the range
Volatility
14.0%
annualized
Max drawdown
−12.8%
peak to trough
Sharpe ratio
1.96
risk-free 0%, annualized
Sortino ratio
2.93
downside deviation only
MAR ratio
2.34
return ÷ max drawdown

Equity curve

Compounded from daily returns, net of costs, rebased to 0% at the start of the selected range.

BacktestLive since 4 Jan 2000

Drawdown

How far the value stood below its previous high on each day. Deep or long dips are what an investor has to sit through.

Monthly returns

Compounded from daily returns, net of costs. Year compounds the months shown; an empty cell lies outside the range. *Partial month.

YearJanFebMarAprMayJunJulAugSepOctNovDecYear
2026+3.1%+3.3%+3.7%+1.4%+2.5%+0.2%+8.9%+4.0%+6.8%−9.4%0.0%*no data+25.8%*
2025no datano datano datano datano datano datano datano datano datano data+2.1%*+1.3%+3.4%*

Trade level

Closed trades with an exit inside the range.

Win rate
80.3%
61 of 76 closed trades
Avg win
+4.5%
per winning trade
Avg loss
−9.1%
per losing trade
Profit factor
2.01
gross wins ÷ gross losses
Avg holding
5d
entry to exit, calendar days
Trades
76
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
FTNT29 Oct 202630 Oct 20261d+7.14%
DXCM22 Oct 202629 Oct 20267d+3.65%
NBIS8 Oct 202627 Oct 202619d−22.85%
LRCX7 Oct 202626 Oct 202619d−26.09%
TER7 Oct 202621 Oct 202614d−15.89%
STX16 Oct 202619 Oct 20263d+5.00%
META28 Sep 20265 Oct 20267d+3.19%
INTC28 Sep 202630 Sep 20262d+3.25%
ABNB23 Sep 202625 Sep 20262d+0.38%
SNDK14 Sep 202617 Sep 20263d+5.00%
STX14 Sep 202617 Sep 20263d+3.21%
PANW2 Sep 202614 Sep 202612d+5.00%
WDAY8 Sep 202614 Sep 20266d+5.00%
KLAC10 Sep 202611 Sep 20261d+3.31%
FTNT2 Sep 202610 Sep 20268d+5.00%
AXON1 Sep 20263 Sep 20262d+0.14%
SHOP1 Sep 20263 Sep 20262d+2.83%
STX19 Aug 202626 Aug 20267d+1.54%
NBIS19 Aug 202625 Aug 20266d+0.08%
SNDK6 Aug 20267 Aug 20261d+11.60%
WDC6 Aug 20267 Aug 20261d+6.66%

Daily return series 5 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 4 Jan 2000 is a backtest: simulated results are a hypothesis, not a promise. Past performance does not predict future returns. Your own results depend on your position sizes, fills and costs.