OrderDynamics
Sign up free
Advanced

Panic Reversal

by Ordertune · part of Advanced

  • Swing momentum, long only
  • Risk medium

Panic Reversal is a short-term momentum model that trades the aftermath of fear. After a sharp, fear-driven sell-off it buys strong momentum leaders that were pulled down with the market, as long as the broader uptrend is intact, and holds for about one to two weeks to capture their recovery. It trades rarely, in bursts after market-wide sell-offs.

Universe
Nasdaq100
Holding period
about 9 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.

6 Nov 2023 to 3 Nov 2026 · 753 trading days

Strategy level

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

Annual return (CAGR)
+23.0%
per year; +85.8% over the window
Volatility
21.2%
annualized
Max drawdown
−14.8%
peak to trough
Sharpe ratio
1.08
risk-free 0%, annualized
Sortino ratio
2.63
downside deviation only
MAR ratio
5.78
return ÷ max drawdown

Equity curve

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

BacktestLive since 24 Sep 2026

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+14.4%+4.2%0.0%0.0%0.0%+18.7%0.0%+1.3%+6.3%−14.3%0.0%*no data+30.6%*
2025−2.0%0.0%−3.1%0.0%+2.8%0.0%0.0%+5.6%0.0%0.0%+11.0%+6.2%+21.6%
2024+14.2%+11.8%−6.9%+4.2%0.0%+1.6%−12.8%−0.9%+4.8%+1.5%+1.1%0.0%+16.9%
2023no datano datano datano datano datano datano datano datano datano data0.0%*0.0%0.0%*

Trade level

Closed trades with an exit inside the range.

Win rate
66.4%
85 of 128 closed trades
Avg win
+7.3%
per winning trade
Avg loss
−6.3%
per losing trade
Profit factor
2.26
gross wins ÷ gross losses
Avg holding
9d
entry to exit, calendar days
Trades
128
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
CRWD15 Oct 202622 Oct 20267d−2.71%
FTNT15 Oct 202622 Oct 20267d−4.91%
MRNA15 Oct 202622 Oct 20267d−14.32%
MU15 Oct 202622 Oct 20267d−8.03%
SNDK15 Oct 202622 Oct 20267d−9.60%
CRWD1 Oct 20268 Oct 20267d−1.16%
LITE1 Oct 20268 Oct 20267d+0.27%
MU1 Oct 20268 Oct 20267d−5.61%
SNDK1 Oct 20268 Oct 20267d−9.97%
STX1 Oct 20268 Oct 20267d−18.06%
AMD10 Sep 202624 Sep 202614d+24.95%
LITE10 Sep 202624 Sep 202614d−0.71%
MU10 Sep 202624 Sep 202614d+10.55%
SNDK10 Sep 202624 Sep 202614d+3.61%
STX10 Sep 202617 Sep 20267d−6.87%
CSCO30 Jul 20266 Aug 20267d+6.45%
DDOG30 Jul 20266 Aug 20267d−14.62%
FTNT30 Jul 20266 Aug 20267d+3.80%
PANW30 Jul 20266 Aug 20267d+10.38%
ROST30 Jul 20266 Aug 20267d+0.69%

Daily return series 13 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 24 Sep 2026 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.

Panic Reversal · Advanced · Order Dynamics Markets