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 AdvancedOrders go to your own Alpaca account. You set the position size and approve each order until you switch to automatic.
4 Jan 2000 to 3 Nov 2026 · 6,972 trading days
Strategy level
What to expect from the strategy as a whole, measured on the daily return series.
- Annual return (CAGR)
- +26.3%
- per year over the full history
- Volatility
- 13.1%
- annualized
- Max drawdown
- −17.6%
- peak to trough
- Sharpe ratio
- 1.79
- risk-free 0%, annualized
- Sortino ratio
- 2.77
- downside deviation only
- MAR ratio
- 2989.36
- return ÷ max drawdown
Equity curve
Growth over the full history on a logarithmic scale, so every year weighs the same. The figure that counts here is the annual return above.
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.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| 2021 | +2.4% | −0.8% | −2.9% | +0.8% | +4.3% | +0.4% | +4.9% | +3.0% | +1.6% | −0.7% | −1.1% | +3.9% | +16.7% |
| 2020 | −1.6% | +3.4% | +6.6% | +2.0% | +7.2% | +10.9% | +15.8% | +5.4% | +5.2% | +3.9% | +3.3% | +6.4% | +93.0% |
| 2019 | +2.7% | +0.7% | +0.9% | +4.1% | −1.0% | +4.0% | +0.7% | +0.7% | +2.4% | +2.3% | +0.9% | 0.0% | +20.0% |
| 2018 | +1.3% | −4.9% | +3.8% | +4.8% | +0.6% | −0.5% | −0.3% | −0.9% | −0.9% | +2.4% | +5.7% | +0.5% | +11.8% |
| 2017 | +1.1% | +2.3% | +0.5% | 0.0% | 0.0% | +4.8% | −2.0% | +1.9% | −1.9% | −0.4% | +0.1% | +0.5% | +6.9% |
| 2016 | +0.5% | −2.8% | +1.0% | +1.6% | −3.0% | 0.0% | +1.7% | +0.2% | 0.0% | +0.3% | +2.3% | +2.8% | +4.6% |
| 2015 | +0.5% | +2.9% | +0.3% | −0.5% | +1.9% | −1.6% | +1.0% | −3.3% | −6.8% | −2.1% | +1.2% | +1.9% | −5.1% |
| 2014 | +6.1% | +1.1% | +0.6% | +8.1% | +1.6% | +1.1% | +1.0% | +2.7% | +0.1% | +0.3% | +2.8% | +3.8% | +33.1% |
| 2013 | +0.4% | 0.0% | 0.0% | +2.6% | +3.8% | +3.2% | +3.6% | +2.7% | +0.9% | +4.4% | +0.1% | −4.0% | +18.7% |
| 2012 | +1.3% | +1.2% | +2.1% | −1.3% | −6.2% | −0.9% | −0.3% | +0.3% | −0.2% | −1.1% | −4.4% | +2.3% | −7.3% |
| 2011 | +1.6% | +1.0% | −2.5% | −0.1% | +2.3% | −2.7% | +2.9% | −11.0% | +5.6% | +1.3% | +1.1% | +2.6% | +1.1% |
| 2010 | +0.1% | +1.4% | +0.8% | +1.4% | +1.1% | +2.2% | −1.5% | +1.9% | −3.3% | +3.0% | +0.7% | +0.3% | +8.3% |
| 2009 | +2.8% | +1.9% | −1.2% | +8.3% | +7.9% | +1.4% | +4.7% | +5.3% | +1.6% | +4.8% | +0.4% | +4.1% | +50.2% |
| 2008 | −3.8% | +3.9% | +1.7% | +6.3% | +5.0% | +3.2% | +4.4% | +3.0% | −3.3% | −13.7% | +1.8% | 0.0% | +6.9% |
| 2007 | +1.9% | 0.0% | +1.5% | −2.6% | +1.2% | +1.3% | +0.2% | +8.2% | +4.2% | +3.4% | +4.2% | −0.1% | +25.6% |
| 2006 | +10.3% | −2.7% | +6.0% | +3.0% | −7.3% | −6.3% | −0.4% | +1.2% | +2.1% | +5.1% | +2.3% | +7.2% | +20.9% |
| 2005 | −3.0% | +1.1% | +1.3% | +0.8% | +5.0% | +0.5% | +0.8% | +0.9% | +0.2% | −0.6% | +1.5% | +3.0% | +12.1% |
| 2004 | −0.6% | −0.8% | −1.8% | +0.8% | −2.9% | +3.8% | −0.3% | −1.8% | +0.6% | −2.4% | +5.7% | +8.2% | +8.1% |
| 2003 | −1.2% | +0.9% | +2.4% | +0.9% | +4.8% | +9.8% | +1.9% | +5.3% | −0.6% | +8.9% | +3.6% | +0.9% | +43.8% |
| 2002 | +7.0% | −9.0% | +6.7% | +7.3% | +12.8% | +0.1% | −5.2% | +1.9% | +3.4% | +4.6% | +4.5% | +10.7% | +52.2% |
| 2001 | +15.3% | +11.6% | +3.1% | +3.3% | +9.1% | +6.6% | +5.0% | −0.7% | −15.7% | +4.1% | +6.2% | +8.6% | +68.4% |
| 2000 | +18.3% | +19.9% | +5.5% | −3.0% | +3.4% | +9.7% | +7.2% | +19.2% | +9.6% | +17.3% | −3.2% | +1.9% | +166.9% |
Trade level
Closed trades with an exit inside the range.
- Win rate
- 68.3%
- 1910 of 2795 closed trades
- Avg win
- +4.0%
- per winning trade
- Avg loss
- −4.9%
- per losing trade
- Profit factor
- 1.76
- gross wins ÷ gross losses
- Avg holding
- 4d
- entry to exit, calendar days
- Trades
- 2,795
- closed in the range
Closed trades, last 90 days
| Symbol | Entry | Exit | Held | Return |
|---|---|---|---|---|
| WDAY | 29 Oct 2026 | 2 Nov 2026 | 4d | +0.73% |
| FTNT | 29 Oct 2026 | 30 Oct 2026 | 1d | +7.14% |
| META | 20 Oct 2026 | 29 Oct 2026 | 9d | −9.87% |
| SHOP | 27 Oct 2026 | 28 Oct 2026 | 1d | +2.14% |
| DXCM | 22 Oct 2026 | 26 Oct 2026 | 4d | −0.15% |
| MRNA | 23 Oct 2026 | 26 Oct 2026 | 3d | +5.00% |
| ALAB | 12 Oct 2026 | 21 Oct 2026 | 9d | −10.38% |
| AMD | 12 Oct 2026 | 21 Oct 2026 | 9d | −7.31% |
| ARM | 12 Oct 2026 | 21 Oct 2026 | 9d | −12.77% |
| CRWD | 20 Oct 2026 | 21 Oct 2026 | 1d | +8.02% |
| INTC | 6 Oct 2026 | 16 Oct 2026 | 10d | −17.53% |
| SNDK | 7 Oct 2026 | 16 Oct 2026 | 9d | −16.74% |
| MSTR | 8 Oct 2026 | 9 Oct 2026 | 1d | +3.76% |
| MU | 7 Oct 2026 | 8 Oct 2026 | 1d | +5.91% |
| MSTR | 29 Sep 2026 | 30 Sep 2026 | 1d | +5.14% |
| DASH | 23 Sep 2026 | 25 Sep 2026 | 2d | +2.39% |
| FANG | 21 Sep 2026 | 24 Sep 2026 | 3d | +0.22% |
| DASH | 21 Sep 2026 | 22 Sep 2026 | 1d | +5.00% |
| MELI | 9 Sep 2026 | 22 Sep 2026 | 13d | −3.64% |
| BKR | 14 Sep 2026 | 18 Sep 2026 | 4d | −1.03% |
| SNDK | 14 Sep 2026 | 17 Sep 2026 | 3d | +6.10% |
| STX | 14 Sep 2026 | 17 Sep 2026 | 3d | +3.21% |
| WDC | 14 Sep 2026 | 17 Sep 2026 | 3d | +1.57% |
| PYPL | 10 Sep 2026 | 11 Sep 2026 | 1d | +5.23% |
| SHOP | 9 Sep 2026 | 11 Sep 2026 | 2d | −1.52% |
| DASH | 4 Sep 2026 | 10 Sep 2026 | 6d | −7.84% |
| MRVL | 1 Sep 2026 | 4 Sep 2026 | 3d | +9.76% |
| AXON | 1 Sep 2026 | 3 Sep 2026 | 2d | −2.51% |
| NBIS | 1 Sep 2026 | 3 Sep 2026 | 2d | +5.78% |
| BKNG | 1 Sep 2026 | 2 Sep 2026 | 1d | +1.86% |
| PYPL | 31 Aug 2026 | 2 Sep 2026 | 2d | +4.56% |
| CRWD | 18 Aug 2026 | 27 Aug 2026 | 9d | +8.69% |
| PANW | 18 Aug 2026 | 27 Aug 2026 | 9d | +3.88% |
| WDAY | 26 Aug 2026 | 27 Aug 2026 | 1d | +5.00% |
| ALAB | 19 Aug 2026 | 26 Aug 2026 | 7d | +0.21% |
| NBIS | 24 Aug 2026 | 25 Aug 2026 | 1d | +6.80% |
| TER | 24 Aug 2026 | 25 Aug 2026 | 1d | +5.00% |
| CSCO | 14 Aug 2026 | 21 Aug 2026 | 7d | +0.17% |
| MPWR | 19 Aug 2026 | 21 Aug 2026 | 2d | +1.60% |
| KHC | 12 Aug 2026 | 13 Aug 2026 | 1d | +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.