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Peak Reload

by Ordertune · part of Advanced

  • long
  • Risk medium

The Peak Reload is a Mean Reversion model that buys volatility-scaled pullbacks from fresh highs. It targets strong names that dip briefly after making new highs, judging each setback against the stock's own volatility. It assumes a controlled shake-out near the highs is a reloading point, not a top — the trend simply pausing before it pushes on. It is designed to capture the resumption that follows — price reclaiming the dip and reloading toward new highs.

Universe
Nasdaq100
Holding period
2-10
Signal frequency
5
Order types
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 2021 to 3 Nov 2026 · 1,275 trading days

Strategy level

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

Annual return (CAGR)
+29.1%
per year; +258.7% over the window
Volatility
12.7%
annualized
Max drawdown
−11.9%
peak to trough
Sharpe ratio
2.05
risk-free 0%, annualized
Sortino ratio
3.40
downside deviation only
MAR ratio
21.71
return ÷ max drawdown

Equity curve

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

BacktestLive since 5 Jan 2010

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+2.0%+9.3%−4.6%+2.4%+13.0%+12.2%−2.8%+8.6%+7.0%−8.9%+0.1%*no data+42.4%*
2025+8.5%−1.3%+3.7%+6.0%+4.0%+2.6%+3.4%+0.9%+2.3%+1.1%−4.5%+1.1%+30.9%
2024+1.0%+10.6%+0.3%+1.5%+1.8%+4.9%−7.1%−0.3%+3.5%+6.2%+0.8%+0.9%+25.8%
2023+0.9%+5.0%+4.3%+1.9%+2.3%−0.7%+2.1%−0.3%+1.2%+6.5%+0.8%+3.2%+30.7%
2022−5.2%+7.2%+3.2%+1.0%−1.4%−1.9%0.0%0.0%+0.5%−1.9%+9.6%+3.8%+14.7%
2021no datano datano datano datano datano datano datano datano datano data−1.8%*+3.9%+2.0%*

Trade level

Closed trades with an exit inside the range.

Win rate
68.8%
385 of 560 closed trades
Avg win
+4.0%
per winning trade
Avg loss
−5.0%
per losing trade
Profit factor
1.76
gross wins ÷ gross losses
Avg holding
4d
entry to exit, calendar days
Trades
560
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
WDAY29 Oct 20262 Nov 20264d+0.73%
FTNT29 Oct 202630 Oct 20261d+7.14%
META20 Oct 202629 Oct 20269d−9.87%
SHOP27 Oct 202628 Oct 20261d+2.14%
DXCM22 Oct 202626 Oct 20264d−0.15%
MRNA23 Oct 202626 Oct 20263d+5.00%
ALAB12 Oct 202621 Oct 20269d−10.38%
AMD12 Oct 202621 Oct 20269d−7.31%
ARM12 Oct 202621 Oct 20269d−12.77%
CRWD20 Oct 202621 Oct 20261d+8.02%
INTC6 Oct 202616 Oct 202610d−17.53%
SNDK7 Oct 202616 Oct 20269d−16.74%
MSTR8 Oct 20269 Oct 20261d+3.76%
MU7 Oct 20268 Oct 20261d+5.91%
MSTR29 Sep 202630 Sep 20261d+5.14%
DASH23 Sep 202625 Sep 20262d+2.39%
FANG21 Sep 202624 Sep 20263d+0.22%
DASH21 Sep 202622 Sep 20261d+5.00%
MELI9 Sep 202622 Sep 202613d−3.64%
BKR14 Sep 202618 Sep 20264d−1.03%
SNDK14 Sep 202617 Sep 20263d+6.10%
STX14 Sep 202617 Sep 20263d+3.21%
WDC14 Sep 202617 Sep 20263d+1.57%
PYPL10 Sep 202611 Sep 20261d+5.23%
SHOP9 Sep 202611 Sep 20262d−1.52%
DASH4 Sep 202610 Sep 20266d−7.84%
MRVL1 Sep 20264 Sep 20263d+9.76%
AXON1 Sep 20263 Sep 20262d−2.51%
NBIS1 Sep 20263 Sep 20262d+5.78%
BKNG1 Sep 20262 Sep 20261d+1.86%
PYPL31 Aug 20262 Sep 20262d+4.56%
CRWD18 Aug 202627 Aug 20269d+8.69%
PANW18 Aug 202627 Aug 20269d+3.88%
WDAY26 Aug 202627 Aug 20261d+5.00%
ALAB19 Aug 202626 Aug 20267d+0.21%
NBIS24 Aug 202625 Aug 20261d+6.80%
TER24 Aug 202625 Aug 20261d+5.00%
CSCO14 Aug 202621 Aug 20267d+0.17%
MPWR19 Aug 202621 Aug 20262d+1.60%
KHC12 Aug 202613 Aug 20261d+4.73%

Daily return series 4 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 5 Jan 2010 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.