vwap-mr-v1
Intraday mean-reversion, deep-stretch trial: buys only when price is stretched far below the day's VWAP (5× a 5-minute ATR), between 09:45 and 14:00 ET, skipping days that gapped more than 2%; exits at VWAP, a 1×daily-ATR stop, or the 15:55 flatten. The original shallower rule showed no edge across 12 months of 1-min data; this was the only variant positive in both halves. Paper only.
Data
Alpaca only
Built 2026-07-18 · updated 2026-09-29
Open positions
0
Closed trades
53
avg 0.2d held
Currently deployed
$0.00
0 open position(s)
Total deployed (all-time)
$52,668.56
53 closed + 0 open
Total P&L
$68.83
Win rate
+52.8%
Wilson low +39.7%
Expectancy
+0.15%
Profit factor
1.30
net ≈ $30 for every $100 in losses
Open positions
No open positions.
Closed trades
full journal →| Exit | Symbol | Lev | P&L % | P&L $ | Value | P&L / $ Deployed | Reason | Held |
|---|---|---|---|---|---|---|---|---|
| All 53 trades · 53% win | +0.15% avg | $68.83 | $52,669 | +0.13% weighted | ||||
| 2026-09-30 19:56:38 | SOFI | -0.32% | -$0.35 | $111 | -0.32% | eod_flatten | 0.1d | |
| 2026-09-29 19:57:35 | SOFI | +0.19% | $0.21 | $111 | +0.19% | eod_flatten | 0.1d | |
| 2026-09-25 19:56:55 | ANET | +0.01% | $0.02 | $207 | +0.01% | eod_flatten | 0.2d | |
| 2026-09-25 19:20:30 | XOM | -0.74% | -$1.20 | $162 | -0.74% | manual | 1.0d | |
| 2026-09-25 19:20:30 | XOM | -0.60% | -$0.97 | $162 | -0.60% | time_stop | 1.0d | |
| 2026-09-23 19:56:22 | HDB | -0.48% | -$1.21 | $252 | -0.48% | eod_flatten | 0.1d | |
| 2026-09-23 19:56:21 | SHOP | +3.81% | $5.22 | $137 | +3.81% | eod_flatten | 0.2d | |
| 2026-09-23 14:05:59 | SHOP | -3.85% | -$5.54 | $144 | -3.85% | stop_loss | 0.0d | |
| 2026-09-22 19:58:36 | SOFI | +0.09% | $0.17 | $189 | +0.09% | eod_flatten | 0.3d | |
| 2026-09-21 19:57:25 | SOFI | +0.41% | $0.77 | $186 | +0.41% | eod_flatten | 0.3d | |
| 2026-09-18 19:56:09 | QCOM | +0.38% | $0.67 | $177 | +0.38% | eod_flatten | 0.2d | |
| 2026-09-18 16:11:17 | QCOM | -3.81% | -$7.02 | $184 | -3.81% | stop_loss | 0.1d | |
| 2026-09-16 19:56:17 | HOOD | +2.23% | $2.28 | $102 | +2.23% | eod_flatten | 0.0d | |
| 2026-09-16 19:56:16 | QCOM | +0.10% | $0.19 | $185 | +0.10% | eod_flatten | 0.0d | |
| 2026-09-16 19:56:16 | XOM | +0.08% | $0.13 | $163 | +0.08% | eod_flatten | 0.2d | |
| 2026-09-15 18:59:46 | HOOD | +3.89% | $4.14 | $106 | +3.89% | take_profit | 0.0d | |
| 2026-09-14 19:56:48 | XOM | -0.99% | -$1.65 | $166 | -0.99% | eod_flatten | 0.2d | |
| 2026-09-11 19:55:30 | ORCL | -0.94% | -$1.43 | $152 | -0.94% | eod_flatten | 0.2d | |
| 2026-09-10 15:54:58 | XOM | +1.02% | $1.66 | $163 | +1.02% | take_profit | 0.1d | |
| 2026-09-09 19:56:16 | QCOM | +1.07% | $1.86 | $174 | +1.07% | eod_flatten | 0.2d | |
| 2026-09-08 19:55:46 | HOOD | -0.51% | -$0.60 | $118 | -0.51% | eod_flatten | 0.0d | |
| 2026-09-08 19:55:46 | ORCL | -0.72% | -$1.17 | $163 | -0.72% | eod_flatten | 0.2d | |
| 2026-09-08 19:55:45 | QCOM | -0.76% | -$1.33 | $175 | -0.76% | eod_flatten | 0.3d | |
| 2026-09-08 18:53:00 | XOM | +1.03% | $1.64 | $159 | +1.03% | take_profit | 0.1d | |
| 2026-09-04 19:56:08 | NFLX | -2.08% | -$4.99 | $240 | -2.08% | eod_flatten | 0.2d | |
| 2026-09-02 19:56:01 | PLTR | -0.01% | -$0.01 | $169 | -0.01% | eod_flatten | 0.2d | |
| 2026-08-28 19:58:14 | COIN | +0.20% | $2.53 | $1,249 | +0.20% | eod_flatten | 0.2d | |
| 2026-08-28 19:58:13 | SPY | +0.10% | $2.29 | $2,307 | +0.10% | eod_flatten | 0.1d | |
| 2026-08-28 19:58:12 | SOFI | -1.93% | -$34.19 | $1,769 | -1.93% | eod_flatten | 0.2d | |
| 2026-08-28 19:58:11 | NVDA | -1.48% | -$35.97 | $2,433 | -1.48% | eod_flatten | 0.2d | |
| 2026-08-24 19:57:14 | COIN | -1.59% | -$23.22 | $1,457 | -1.59% | eod_flatten | 0.1d | |
| 2026-08-20 19:56:37 | SOFI | -0.67% | -$12.29 | $1,843 | -0.67% | eod_flatten | 0.2d | |
| 2026-08-20 17:57:19 | SMCI | +3.67% | $41.94 | $1,143 | +3.67% | take_profit | 0.1d | |
| 2026-08-19 19:55:45 | XOM | -0.02% | -$0.45 | $2,474 | -0.02% | eod_flatten | 0.0d | |
| 2026-08-19 19:55:44 | UNH | -0.18% | -$4.17 | $2,331 | -0.18% | eod_flatten | 0.1d | |
| 2026-08-14 19:57:29 | TSLA | +1.27% | $21.45 | $1,690 | +1.27% | eod_flatten | 0.2d | |
| 2026-08-14 19:57:29 | AVGO | +0.42% | $6.58 | $1,564 | +0.42% | eod_flatten | 0.1d | |
| 2026-08-11 19:56:41 | UNH | -0.42% | -$3.40 | $807 | -0.42% | eod_flatten | 0.2d | |
| 2026-08-05 19:56:03 | GOOGL | +1.03% | $18.47 | $1,796 | +1.03% | eod_flatten | 0.2d | |
| 2026-08-05 18:18:41 | ANET | +3.69% | $50.54 | $1,368 | +3.69% | take_profit | 0.2d | |
| 2026-08-05 16:10:00 | GOOGL | -3.37% | -$75.31 | $2,232 | -3.37% | stop_loss | 0.0d | |
| 2026-07-31 17:24:03 | QQQ | +1.08% | $22.14 | $2,044 | +1.08% | take_profit | 0.1d | |
| 2026-07-29 19:55:54 | COIN | -0.33% | -$4.28 | $1,283 | -0.33% | eod_flatten | 0.0d | |
| 2026-07-29 19:55:54 | SPY | -0.24% | -$5.19 | $2,195 | -0.24% | eod_flatten | 0.0d | |
| 2026-07-29 19:55:51 | JPM | -0.05% | -$1.33 | $2,422 | -0.05% | eod_flatten | 0.0d | |
| 2026-07-29 19:55:50 | XOM | +0.48% | $11.25 | $2,340 | +0.48% | eod_flatten | 0.1d | |
| 2026-07-29 18:53:27 | ANET | +2.90% | $37.09 | $1,277 | +2.90% | take_profit | 0.1d | |
| 2026-07-28 19:56:40 | XOM | -0.09% | -$2.21 | $2,459 | -0.09% | eod_flatten | 0.2d | |
| 2026-07-27 19:56:54 | NVDA | +0.05% | $0.96 | $1,969 | +0.05% | eod_flatten | 0.2d | |
| 2026-07-27 19:56:54 | ANET | +0.64% | $8.72 | $1,355 | +0.64% | eod_flatten | 0.2d | |
Showing the 50 most recent — see /journal for the full, filterable list.