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Institutional Alpha

Trend Quality Rebound

by Ordertune · part of Institutional Alpha

  • Mean reversion, long only
  • Risk medium

The Trend Quality Rebound is a mean reversion model that buys dips only inside very clean uptrends. It focuses on high-quality, lower-volatility names that pull back briefly against a strong primary trend, and aims to capture the move as price returns to that trend. Trades are taken only where trend quality is highest.

Universe
Nasdaq100
Holding period
about 4 trading days on average
Order types
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 2025 to 3 Nov 2026 · 251 trading days

Strategy level

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

Return
+4.9%
compounded over the range
Volatility
12.3%
annualized
Max drawdown
−9.6%
peak to trough
Sharpe ratio
0.46
risk-free 0%, annualized
Sortino ratio
0.54
downside deviation only
MAR ratio
0.51
return ÷ max drawdown

Equity curve

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

BacktestLive since 5 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+1.1%−3.6%+4.7%+3.3%+1.7%+2.4%+3.3%−1.3%−1.0%−6.2%0.0%*no data+3.9%*
2025no datano datano datano datano datano datano datano datano datano data−1.4%*+2.4%+1.0%*

Trade level

Closed trades with an exit inside the range.

Win rate
69.2%
72 of 104 closed trades
Avg win
+2.8%
per winning trade
Avg loss
−5.4%
per losing trade
Profit factor
1.16
gross wins ÷ gross losses
Avg holding
4d
entry to exit, calendar days
Trades
104
closed in the range

Closed trades, last 90 days

SymbolEntryExitHeldReturn
INTU27 Oct 202630 Oct 20263d+3.85%
META28 Oct 202629 Oct 20261d+1.96%
CDNS14 Oct 202619 Oct 20265d−1.09%
ASML7 Oct 202616 Oct 20269d−8.09%
MPWR8 Oct 202616 Oct 20268d−10.69%
AMAT7 Oct 202614 Oct 20267d−12.77%
TER7 Oct 202614 Oct 20267d−10.62%
AMD12 Oct 202613 Oct 20261d+1.90%
CRWD8 Oct 20269 Oct 20261d+4.57%
QCOM29 Sep 20262 Oct 20263d+0.42%
ADSK17 Sep 202630 Sep 202613d−4.41%
WDAY22 Sep 202623 Sep 20261d+2.20%
AVGO15 Sep 202617 Sep 20262d+2.37%
CDNS15 Sep 202616 Sep 20261d+2.17%
ROP8 Sep 202614 Sep 20266d−0.26%
WDAY8 Sep 202614 Sep 20266d+4.26%
INTU2 Sep 202611 Sep 20269d−6.23%
TRI8 Sep 202611 Sep 20263d−1.48%
DASH4 Sep 202610 Sep 20266d−5.05%
SHOP1 Sep 20262 Sep 20261d+1.47%
AVGO25 Aug 202627 Aug 20262d+4.15%
CRWD17 Aug 202621 Aug 20264d−10.73%
FTNT20 Aug 202621 Aug 20261d+1.80%
PANW17 Aug 202621 Aug 20264d−4.76%
SHOP18 Aug 202621 Aug 20263d+1.82%
PLTR18 Aug 202619 Aug 20261d+2.13%
FTNT17 Aug 202618 Aug 20261d+1.39%
PDD12 Aug 202617 Aug 20265d−2.35%

Daily return series 7 Jan 2000 to 3 Nov 2026, supplied by the provider. Data before 5 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.