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Core

Weekly Pulse

by Ordertune · part of Core

  • 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

€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.

2 Jan 2026 to 3 Nov 2026 · 211 trading days

Strategy level

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

Return
+41.9%
compounded over the range
Volatility
15.7%
annualized
Max drawdown
−6.5%
peak to trough
Sharpe ratio
2.74
risk-free 0%, annualized
Sortino ratio
5.28
downside deviation only
MAR ratio
6.47
return ÷ max drawdown

Equity curve

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

BacktestLive since 3 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
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%*

Trade level

Closed trades with an exit inside the range.

Win rate
65.6%
42 of 64 closed trades
Avg win
+3.1%
per winning trade
Avg loss
−2.6%
per losing trade
Profit factor
2.25
gross wins ÷ gross losses
Avg holding
2d
entry to exit, calendar days
Trades
64
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
AAPL26 Oct 202627 Oct 20261d+0.92%
CSCO19 Oct 202621 Oct 20262d+0.13%
NVDA12 Oct 202615 Oct 20263d−5.02%
INTC5 Oct 20268 Oct 20263d−7.16%
PLTR5 Oct 20268 Oct 20263d+5.58%
CSCO28 Sep 202630 Sep 20262d+1.12%
INTC28 Sep 202630 Sep 20262d−0.37%
CSCO21 Sep 202624 Sep 20263d−2.07%
AAPL21 Sep 202622 Sep 20261d+1.33%
MU14 Sep 202617 Sep 20263d+7.89%
NVDA14 Sep 202617 Sep 20263d+3.83%
AAPL8 Sep 202610 Sep 20262d+2.99%
GOOGL8 Sep 202610 Sep 20262d−0.84%
CSCO31 Aug 20263 Sep 20263d−0.95%
NVDA31 Aug 20262 Sep 20262d+3.41%
NVDA24 Aug 202627 Aug 20263d+6.44%
CSCO17 Aug 202620 Aug 20263d−1.23%
GOOGL10 Aug 202613 Aug 20263d−2.00%
AMD10 Aug 202612 Aug 20262d+1.22%
AAPL3 Aug 20265 Aug 20262d+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.