Library · DIA
Backtested DIA swing trading setups.
2 classic swing setups held a real, walk-forward-tested edge on DIA. DIA rewards mean-reversion timing: 2 of the 2 are dip buys. Every one ran through walk-forward testing and a 100-run random-entry gauntlet. Sign up free to run any of them on your own account.
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Mean reversion
Trend
2 setups
Mean reversion
Williams %R bounce
DIA · 1D
Buy when Williams %R turns up through -90 (deeply oversold) with price above the 200-day SMA. Sell when it reaches -30.
Return +36.6%
Win rate 71.4%
Max DD -8.8%
Sharpe 0.66
3 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 12 of 28 tickers
Mean reversion
CCI oversold bounce
DIA · 1D
Buy when CCI(20) turns back up through -100 (oversold) with price above the 200-day SMA. Sell when it reaches +100.
Return +63.6%
Win rate 93.8%
Max DD -14.1%
Sharpe 0.86
4 of 4 unseen periods positive. Beat 93 of 100 random-entry runs.
Edge held on 7 of 28 tickers
No setups cleared our bar for that ticker and family. Try another combination.
Walk-forward Unseen time, 4 periods, ~10 years.
Random-entry 100 runs with random timing.
No tuning Rules taken as preached.