Library · IWM
Backtested IWM swing trading setups.
2 classic swing setups held a real, walk-forward-tested edge on IWM. They split evenly between mean-reversion and trend timing. 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
Bollinger dip in an uptrend
IWM · 1D
Buy when price closes below the lower Bollinger Band while above the 200-day SMA. Sell when it closes back above the middle band.
Return +43.9%
Win rate 78.3%
Max DD -13.4%
Sharpe 0.71
3 of 4 unseen periods positive. Beat 85 of 100 random-entry runs.
Edge held on 7 of 28 tickers
Trend
EMA 8/21 trend rider
IWM · 1D
Buy when the 8 EMA crosses above the 21 EMA. Sell when price closes below the 21 EMA, with a 10% stop.
Return +75.5%
Win rate 39.7%
Max DD -16.9%
Sharpe 0.71
4 of 4 unseen periods positive. Beat 78 of 100 random-entry runs.
Edge held on 9 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.