Weekly Pulse
by Ordertune · part of Advanced
- Seasonality with mean reversion, long only
- Risk medium
The Weekly Pulse combines mean reversion with recurring weekly seasonal patterns. It targets high-quality market leaders that drop sharply against their prevailing uptrend and enters when the calendar has historically favoured a rebound. It treats such short-term weakness as noise and aims to capture quick bounces.
- Universe
- Nasdaq100
- Holding period
- about 2 trading days on average
- 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.
5 Jan 2000 to 3 Nov 2026 · 6,971 trading days
Strategy level
What to expect from the strategy as a whole, measured on the daily return series.
- Annual return (CAGR)
- +22.5%
- per year over the full history
- Volatility
- 18.0%
- annualized
- Max drawdown
- −29.6%
- peak to trough
- Sharpe ratio
- 1.18
- risk-free 0%, annualized
- Sortino ratio
- 1.90
- downside deviation only
- MAR ratio
- 777.17
- 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 | +0.9% | +1.2% | +7.6% | +9.6% | +5.1% | +0.6% | +1.0% | +4.7% | +8.3% | −2.8% | 0.0%* | no data | +41.9%* |
| 2025 | +3.3% | +0.5% | 0.0% | +3.9% | −1.5% | +6.5% | +1.5% | +3.0% | +4.5% | −2.2% | +2.1% | +2.8% | +26.8% |
| 2024 | −1.7% | +3.0% | +4.0% | −3.4% | −1.0% | +6.1% | +0.2% | +1.6% | +2.5% | +4.4% | +3.4% | −0.1% | +20.2% |
| 2023 | −6.1% | +16.8% | +1.1% | −3.7% | +9.5% | −0.5% | +4.8% | +10.9% | −4.2% | −1.9% | +1.2% | +0.7% | +29.3% |
| 2022 | −2.3% | +11.7% | +3.6% | −4.0% | +4.1% | +2.5% | +4.2% | +4.0% | −4.5% | +10.9% | +18.3% | +2.5% | +61.3% |
| 2021 | −0.4% | +4.3% | +5.2% | +1.8% | −3.8% | −0.7% | +4.8% | +3.1% | −3.1% | +8.1% | +0.2% | +9.7% | +32.2% |
| 2020 | +7.6% | −0.4% | +17.0% | −4.8% | −2.9% | +15.4% | −3.8% | +4.8% | +13.3% | −5.3% | +9.6% | +1.7% | +61.4% |
| 2019 | +2.9% | +0.2% | +2.4% | +1.8% | −2.4% | +12.4% | −1.1% | +3.4% | +3.0% | +0.8% | +1.1% | −0.5% | +25.9% |
| 2018 | −1.5% | −0.7% | −7.9% | +0.5% | +6.9% | +0.2% | +7.3% | +6.3% | +3.1% | −5.2% | −2.6% | +2.2% | +7.4% |
| 2017 | +6.4% | −0.1% | +3.6% | −6.0% | −0.1% | +11.6% | +0.9% | +5.0% | +2.1% | +2.0% | +3.4% | −2.1% | +28.9% |
| 2016 | +1.2% | −1.1% | +4.7% | −4.5% | +3.3% | +1.6% | +5.8% | 0.0% | +8.8% | +0.7% | −2.2% | −1.3% | +17.8% |
| 2015 | −8.9% | +8.7% | +0.8% | +0.6% | +6.9% | +0.4% | +4.0% | +10.3% | −1.0% | −0.2% | −2.2% | +2.7% | +22.5% |
| 2014 | +2.7% | +4.3% | −3.4% | +3.0% | +1.4% | +1.6% | −0.6% | 0.0% | +0.2% | +4.5% | −1.4% | −1.2% | +11.3% |
| 2013 | +8.1% | −1.1% | +0.5% | −2.6% | +1.0% | −4.3% | +3.9% | +3.7% | +1.8% | +3.6% | +0.9% | +2.1% | +18.5% |
| 2012 | +1.6% | −0.7% | −2.4% | −0.5% | −4.7% | −2.2% | −0.8% | −2.1% | +1.3% | +1.5% | +4.7% | +3.6% | −1.2% |
| 2011 | +0.2% | +1.4% | −11.0% | +2.0% | +2.4% | −2.7% | −4.9% | +7.8% | +7.1% | −3.8% | +7.4% | −3.2% | +1.0% |
| 2010 | +5.1% | +7.4% | +7.9% | +1.9% | −7.6% | −1.6% | −2.3% | −1.3% | +2.4% | −0.2% | +2.0% | +2.0% | +15.7% |
| 2009 | +2.9% | +1.7% | +7.0% | +1.1% | +9.1% | +1.2% | +9.9% | −0.3% | +1.2% | +1.7% | +1.6% | +1.5% | +45.3% |
| 2008 | −1.7% | −2.3% | +9.0% | +8.1% | +0.3% | −0.2% | +6.9% | +0.9% | −19.8% | −1.8% | −0.4% | +0.3% | −3.9% |
| 2007 | −4.5% | +0.1% | −3.1% | +4.5% | +1.8% | +4.8% | +1.9% | −0.3% | +3.4% | +7.2% | −3.8% | +0.3% | +12.2% |
| 2006 | +4.9% | −1.3% | +4.2% | +3.8% | −8.8% | +5.0% | −6.2% | +11.0% | +3.1% | +8.2% | +0.1% | −5.5% | +17.8% |
| 2005 | 0.0% | +1.6% | −1.0% | +3.7% | +4.1% | +1.5% | +4.5% | +1.9% | −3.6% | −2.6% | +0.3% | +0.4% | +10.9% |
| 2004 | −4.1% | +1.0% | −1.7% | −3.7% | +7.6% | +7.2% | −0.1% | +4.6% | +5.4% | +9.6% | +2.4% | +0.5% | +31.4% |
| 2003 | +8.5% | +5.5% | +11.8% | +3.6% | +1.8% | −1.4% | +0.9% | −1.1% | +0.6% | +4.6% | −0.5% | +1.2% | +40.9% |
| 2002 | +11.2% | +0.2% | +1.0% | +0.4% | +22.7% | −6.4% | −9.5% | +4.6% | −5.3% | +3.8% | −5.9% | −3.4% | +9.7% |
| 2001 | +20.8% | +3.2% | −0.9% | −5.5% | −9.0% | −1.5% | +4.7% | +1.8% | −11.8% | −4.6% | +4.2% | +1.9% | −0.5% |
| 2000 | −4.4% | +26.3% | +4.2% | +13.5% | −6.4% | +6.9% | +5.2% | +6.5% | −1.6% | +3.0% | +5.0% | −11.4% | +51.1% |
Trade level
Closed trades with an exit inside the range.
- Win rate
- 59.4%
- 1119 of 1883 closed trades
- Avg win
- +2.9%
- per winning trade
- Avg loss
- −2.8%
- per losing trade
- Profit factor
- 1.56
- gross wins ÷ gross losses
- Avg holding
- 2d
- entry to exit, calendar days
- Trades
- 1,883
- closed in the range
Closed trades, last 90 days
| Symbol | Entry | Exit | Held | Return |
|---|---|---|---|---|
| AAPL | 26 Oct 2026 | 27 Oct 2026 | 1d | +0.92% |
| CSCO | 19 Oct 2026 | 21 Oct 2026 | 2d | +0.13% |
| NVDA | 12 Oct 2026 | 15 Oct 2026 | 3d | −5.02% |
| INTC | 5 Oct 2026 | 8 Oct 2026 | 3d | −7.16% |
| PLTR | 5 Oct 2026 | 8 Oct 2026 | 3d | +5.58% |
| CSCO | 28 Sep 2026 | 30 Sep 2026 | 2d | +1.12% |
| INTC | 28 Sep 2026 | 30 Sep 2026 | 2d | −0.37% |
| CSCO | 21 Sep 2026 | 24 Sep 2026 | 3d | −2.07% |
| AAPL | 21 Sep 2026 | 22 Sep 2026 | 1d | +1.33% |
| MU | 14 Sep 2026 | 17 Sep 2026 | 3d | +7.89% |
| NVDA | 14 Sep 2026 | 17 Sep 2026 | 3d | +3.83% |
| AAPL | 8 Sep 2026 | 10 Sep 2026 | 2d | +2.99% |
| GOOGL | 8 Sep 2026 | 10 Sep 2026 | 2d | −0.84% |
| CSCO | 31 Aug 2026 | 3 Sep 2026 | 3d | −0.95% |
| NVDA | 31 Aug 2026 | 2 Sep 2026 | 2d | +3.41% |
| NVDA | 24 Aug 2026 | 27 Aug 2026 | 3d | +6.44% |
| CSCO | 17 Aug 2026 | 20 Aug 2026 | 3d | −1.23% |
| GOOGL | 10 Aug 2026 | 13 Aug 2026 | 3d | −2.00% |
| AMD | 10 Aug 2026 | 12 Aug 2026 | 2d | +1.22% |
| AAPL | 3 Aug 2026 | 5 Aug 2026 | 2d | +0.93% |
Daily return series 5 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 3 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.