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Institutional Alpha

Fast Predator

by Ordertune · part of Institutional Alpha

  • Mean reversion, long only
  • Risk medium

Fast Predator is a mean reversion model built for speed. It buys stocks after an overreaction to the downside, when the price has been pushed well below where it should trade, and sells within a few days as the snap-back happens.

Universe
Nasdaq100
Holding period
about 2 trading days on average
Order types
market, limit

€479

Institutional Alpha bundle · 25 strategies · per month, net

Subscribe to Institutional Alpha

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)
+35.2%
per year; +350.9% over the window
Volatility
13.4%
annualized
Max drawdown
−12.8%
peak to trough
Sharpe ratio
2.29
risk-free 0%, annualized
Sortino ratio
6.17
downside deviation only
MAR ratio
27.33
return ÷ max drawdown

Equity curve

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

BacktestLive since 27 Aug 2026

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
2026−1.7%+4.5%+0.4%+2.7%+5.7%+10.7%+10.4%−2.3%−1.1%+2.1%0.0%*no data+35.1%*
2025+3.6%−1.2%+19.8%+12.9%+0.4%+1.0%0.0%+2.7%+1.2%0.0%+17.6%+1.9%+75.3%
2024+0.7%+0.2%0.0%+0.4%+1.0%+3.1%+4.7%+5.7%+1.7%−0.4%0.0%+0.4%+18.8%
20230.0%+0.3%+0.1%−0.1%+3.7%+0.6%+0.6%+4.0%+1.9%+2.7%0.0%+1.2%+16.0%
2022−9.2%+13.0%+3.0%+5.3%+5.4%+1.3%+1.0%+2.6%+0.3%+3.2%+0.8%+1.6%+30.5%
2021no datano datano datano datano datano datano datano datano datano data+1.6%*+4.2%+5.8%*

Trade level

Closed trades with an exit inside the range.

Win rate
73.7%
250 of 339 closed trades
Avg win
+4.2%
per winning trade
Avg loss
−3.0%
per losing trade
Profit factor
3.87
gross wins ÷ gross losses
Avg holding
2d
entry to exit, calendar days
Trades
339
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
LITE23 Oct 202626 Oct 20263d+4.00%
NBIS23 Oct 202626 Oct 20263d+4.00%
SNDK23 Oct 202626 Oct 20263d+4.00%
LITE15 Oct 202616 Oct 20261d+1.00%
MRVL15 Oct 202616 Oct 20261d+1.80%
MU15 Oct 202616 Oct 20261d+4.00%
SNDK15 Oct 202616 Oct 20261d+2.68%
STX15 Oct 202616 Oct 20261d−0.41%
SNDK9 Oct 202613 Oct 20264d−10.84%
QCOM29 Sep 20262 Oct 20263d+0.62%
LRCX15 Sep 202616 Sep 20261d+3.40%
WDC11 Sep 202615 Sep 20264d−4.75%
MNST2 Sep 20268 Sep 20266d−2.13%
DDOG2 Sep 20264 Sep 20262d−3.27%
ALAB2 Sep 20263 Sep 20261d−1.57%
LITE2 Sep 20263 Sep 20261d+2.63%
RKLB25 Aug 202628 Aug 20263d−3.77%
HON19 Aug 202624 Aug 20265d−3.76%
DDOG19 Aug 202621 Aug 20262d−2.46%
LITE19 Aug 202621 Aug 20262d+5.00%
STX19 Aug 202621 Aug 20262d−2.59%
NBIS19 Aug 202620 Aug 20261d−4.01%

Daily return series 6 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 27 Aug 2026 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.