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Core

Selective Sniper

by Ordertune · part of Core

  • Mean reversion, long only
  • Risk medium

The Selective Sniper is a highly selective mean reversion model. It looks for stocks in long-term uptrends that have just suffered a sharp decline, treating such steep short-term drops in quality names as often temporary. It enters once the weakness is confirmed and exits when early relative strength returns, aiming to capture the rebound after the sell-off.

Universe
Nasdaq100
Holding period
about 6 trading days on average
Order types
limit

€119

Core bundle · 5 strategies · per month, net

Subscribe to Core

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

4 May 2026 to 3 Nov 2026 · 128 trading days

Strategy level

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

Return
+16.2%
compounded over the range
Volatility
12.7%
annualized
Max drawdown
−5.9%
peak to trough
Sharpe ratio
2.40
risk-free 0%, annualized
Sortino ratio
3.84
downside deviation only
MAR ratio
2.73
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
2026no datano datano datano data+3.4%*+6.1%−3.0%+5.8%+4.1%−0.8%0.0%*no data+16.2%*

Trade level

Closed trades with an exit inside the range.

Win rate
75.7%
28 of 37 closed trades
Avg win
+4.7%
per winning trade
Avg loss
−6.2%
per losing trade
Profit factor
2.39
gross wins ÷ gross losses
Avg holding
6d
entry to exit, calendar days
Trades
37
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
FTNT15 Oct 202621 Oct 20266d−4.32%
META19 Oct 202621 Oct 20262d−1.12%
PLTR15 Oct 202621 Oct 20266d+0.61%
META9 Oct 202612 Oct 20263d+3.38%
MSTR25 Sep 20269 Oct 202614d−2.69%
MSTR10 Sep 202617 Sep 20267d+2.87%
TRI10 Sep 202614 Sep 20264d+10.56%
WDAY10 Sep 202614 Sep 20264d+4.93%
DASH9 Sep 202610 Sep 20261d+1.92%
CRWD19 Aug 202627 Aug 20268d+13.06%
PANW19 Aug 202627 Aug 20268d+6.42%
NXPI20 Aug 202625 Aug 20265d+0.80%

Daily return series 14 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.