AAPL 15m RVOL Reversal

78.28% strategy
3.16% buy&hold
48% percentage
of winning trades
2.50 reward to
risk ratio
0.75% average
position return
-11.18% drawdown

A long strategy created by TrendSpider on TrendSpider. Tested at Deep (7,000 candles) of AAPL, 15 min.

You can import this scanner into your TrendSpider account.

Don't have TrendSpider? Create an account first, then import the strategy.

Login & Import Signup & Import

Chart type the strategy tested at: Bars. Market data: regular session. Trade by: open. Backtest results as of .

Entry Conditions

All of the following: # RVOL Entry
  15min Relative Volume (20, SMA, 1) > 3
  15min Chart(close) < 15min Exponential Moving Average (8, 0, close)

Exit Conditions

Stop Loss Exit if lost more than 1.5% (after candle closes).
Take Profit Exit if gained more than 5% (after candle closes).
Trailing Stop Trailing stop at 2% (after candle closes).