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SPY Low-ADX Mean Reversion · #43634a7a

Out-of-Sample Return

+10.16%

OOS Sharpe Ratio

3.48

OOS Max Drawdown

-1.25%

Prop Pass Probability

99.5%

Normalized equity ($10,000 base)

Real mark-to-market strategy equity versus buy-and-hold benchmark.

250 pts · 75/25 IS/OOS

Execution & ATR Risk Multipliers

SPY · 4h

Stop-Loss ATR mult2.80Take-Profit ATR mult4.50Position Size %55Max Leverage2.00

Your Executable Strategy Deliverables

Export to TradingView PineScript v5, Python Bot, or Live Cloud Webhook

Every strategy you build or clone compiles immediately into ready-to-paste TradingView PineScript v5 code, a standalone Python execution bot (`ccxt`), or a 24/7 cloud webhook protected by the Prop-Firm Risk Guardian.

// Paste directly into TradingView -> Pine Editor -> "Add to chart" (SPY · 4h)

// This Pine Script™ v5 strategy was auto-generated by Traderry.com Quant Foundry
// Strategy: SPY Low-ADX Mean Reversion
// Instrument: SPY · Timeframe: 4h · Direction: long_only
// Canonical Verification Hash: 43634a7abc57226bd04547cf293b1b73318b31377f3d4c7c447507c6b96596ea
//@version=5
strategy("SPY Low-ADX Mean Reversion [Traderry]", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=55, commission_type=strategy.commission.percent, commission_value=0.05)

// --- 1. Risk & Execution Inputs ---
stopAtrMult   = input.float(2.8, "Stop-Loss ATR Multiplier", minval=0.25, maxval=10.0, step=0.1)
targetAtrMult = input.float(4.5, "Take-Profit ATR Multiplier", minval=0.25, maxval=20.0, step=0.1)
cooldownBars  = input.int(1, "Cooldown Bars After Exit", minval=0, maxval=50)

// --- 2. Strictly Causal Indicator Engine ---
rsi_14 = ta.rsi(close, 14)
ema_14 = ta.ema(close, 14)
atr_14 = ta.atr(14)

// --- 3. Signal Conditions (Evaluated on Bar Close) ---
longEntryCond  = (rsi_14 < 48)
longExitCond   = (rsi_14 > 58) or (close > ema_14)
shortEntryCond = false
shortExitCond  = false

var int lastExitBar = -999
canEnter = (bar_index - lastExitBar) >= cooldownBars and strategy.position_size == 0

// --- 4. Execution & ATR Volatility Stops ---
if canEnter and longEntryCond
    stopPrice   = close - (atr_14 * stopAtrMult)
    targetPrice = close + (atr_14 * targetAtrMult)
    strategy.entry("Long", strategy.long, alert_message='{"strategy_hash":"43634a7abc57226b","symbol":"SPY","side":"LONG","timeframe":"4h"}')
    strategy.exit("Long SL/TP", from_entry="Long", stop=stopPrice, limit=targetPrice)

if canEnter and shortEntryCond
    stopPrice   = close + (atr_14 * stopAtrMult)
    targetPrice = close - (atr_14 * targetAtrMult)
    strategy.entry("Short", strategy.short, alert_message='{"strategy_hash":"43634a7abc57226b","symbol":"SPY","side":"SHORT","timeframe":"4h"}')
    strategy.exit("Short SL/TP", from_entry="Short", stop=stopPrice, limit=targetPrice)

if strategy.position_size > 0 and longExitCond
    strategy.close("Long", comment="Signal Exit")
    lastExitBar := bar_index

if strategy.position_size < 0 and shortExitCond
    strategy.close("Short", comment="Signal Exit")
    lastExitBar := bar_index

Monte Carlo fan

p5 / p50 / p95 terminal paths. Historical resampling, not a forecast.

1,000 paths

p95 max DD

0.00%

Prop-Firm Pass Probability

Ruin risk 0.50%

p5: +1.3%
p50: +12.8%
p95: +22.9%

Open Public Verification Tearsheet →Route to Prop-Firm Risk Guardian

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// This Pine Script™ v5 strategy was auto-generated by Traderry.com Quant Foundry // Strategy: SPY Low-ADX Mean Reversion // Instrument: SPY · Timeframe: 4h · Direction: long_only // Canonical Verification Hash: 43634a7abc57226bd04547cf293b1b73318b31377f3d4c7c447507c6b96596ea //@version=5 strategy("SPY Low-ADX Mean Reversion [Traderry]", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=55, commission_type=strategy.commission.percent, commission_value=0.05) // --- 1. Risk & Execution Inputs --- stopAtrMult = input.float(2.8, "Stop-Loss ATR Multiplier", minval=0.25, maxval=10.0, step=0.1) targetAtrMult = input.float(4.5, "Take-Profit ATR Multiplier", minval=0.25, maxval=20.0, step=0.1) cooldownBars = input.int(1, "Cooldown Bars After Exit", minval=0, maxval=50) // --- 2. Strictly Causal Indicator Engine --- rsi_14 = ta.rsi(close, 14) ema_14 = ta.ema(close, 14) atr_14 = ta.atr(14) // --- 3. Signal Conditions (Evaluated on Bar Close) --- longEntryCond = (rsi_14 < 48) longExitCond = (rsi_14 > 58) or (close > ema_14) shortEntryCond = false shortExitCond = false var int lastExitBar = -999 canEnter = (bar_index - lastExitBar) >= cooldownBars and strategy.position_size == 0 // --- 4. Execution & ATR Volatility Stops --- if canEnter and longEntryCond stopPrice = close - (atr_14 * stopAtrMult) targetPrice = close + (atr_14 * targetAtrMult) strategy.entry("Long", strategy.long, alert_message='{"strategy_hash":"43634a7abc57226b","symbol":"SPY","side":"LONG","timeframe":"4h"}') strategy.exit("Long SL/TP", from_entry="Long", stop=stopPrice, limit=targetPrice) if canEnter and shortEntryCond stopPrice = close + (atr_14 * stopAtrMult) targetPrice = close - (atr_14 * targetAtrMult) strategy.entry("Short", strategy.short, alert_message='{"strategy_hash":"43634a7abc57226b","symbol":"SPY","side":"SHORT","timeframe":"4h"}') strategy.exit("Short SL/TP", from_entry="Short", stop=stopPrice, limit=targetPrice) if strategy.position_size > 0 and longExitCond strategy.close("Long", comment="Signal Exit") lastExitBar := bar_index if strategy.position_size < 0 and shortExitCond strategy.close("Short", comment="Signal Exit") lastExitBar := bar_index