Script leaderboard · data 2026-09-26
VWAP Reversal Probability Signals strategy results by timeframe and regime | TensorTrader
Backtest results for the TradingView indicator VWAP Reversal Probability Signals: median ROI, Sortino and worst drawdown by timeframe and market regime, and how to automate it paper first.
VWAP Reversal Probability Signals: tournament results
VWAP Reversal Probability Signals is a published TradingView indicator that TensorTrader's script tournament backtested across many symbols. It placed on the leaderboard 2 times: 2 timeframe rankings and 0 market-regime rankings.
Its best placement was the 30m chart with a median per-symbol ROI of -0.5%. The worst max drawdown across its placements was 24.2%. The tournament ranks scripts within the same timeframe using median per-symbol ROI, median Sortino and the worst drawdown, not pooled compounding, so one lucky symbol cannot carry a script.
By timeframe
- 15m
- median ROI -6.1%, median Sortino -0.24, worst drawdown 17.6%
- 30m
- median ROI -0.5%, median Sortino 0.00, worst drawdown 24.2%
Where it ranks
- 15m leaderboard
- #8 of 16; its median ROI is 117.5 pts below that list's median (+111.4%)
- 30m leaderboard
- #8 of 16; its median ROI is 103.1 pts below that list's median (+102.6%)
Automating a indicator
As an indicator, VWAP Reversal Probability Signals automates through its alert conditions: one alert per direction per token and timeframe, with each condition mapped to open long or open short in the extension's Variable alignment step. If it only calls alert(), one "Any alert() function call" alert per token is enough.
What these numbers mean
These are strategy-tester backtests on stored tapes, refreshed as the tournament runs (board generated 2026-09-26). Backtests understate costs and flatter fills, so a placement here is a reason to paper trade VWAP Reversal Probability Signals, not evidence that it will earn. Check the worst drawdown as well as the median ROI, and prefer scripts that place in several regimes or timeframes.
Automate VWAP Reversal Probability Signals
- 1Add VWAP Reversal Probability Signals to your TradingView favorites from its TradingView page.
- 2Open the TensorTrader extension, Batch Create, and select a testnet exchange key.
- 3Pick VWAP Reversal Probability Signals in step 3 · Signal source; the alert mechanism is detected automatically.
- 4Choose tokens and timeframes, review the plan roster and create the alerts.
Not financial advice. Figures are TensorTrader optimizer or backtest results with the method stated; past results do not predict future returns.