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Past performance is no guarantee of future success. All information should be viewed as educational only

UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

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SPY Swing Rebound

StrategyQuantStrategiesStocks

Mean Reversion single-asset strategy for Index ETF that buys short-term weakness and exits on recovery. Long only, designed for all market conditions with a short-term holding period. Part of the AlgoCloud strategy collection; the full rules are in the strategy file.

SPY Swing Rebound

Strategy facts

Instrument / universe: SPY (ETF/stock, daily)
Timeframe: D1
Engine: Single Asset
Direction: Long
Style: Mean Reversion
Market regime: All Markets
Holding period: Short-Term
Small account friendly: yes

Backtest summary

Backtest period: 1995.01.01 – 2026.09.25
Initial capital: $100 000
Position sizing: Risk 100 % of account per position (Stockpicker risk model)
Number of trades: 591
Total profit: $2 369 044
CAGR: 10.90 %
Max open drawdown: -17.37 %
Profit factor: 2.3
Sharpe ratio: 1.01
Winning trades: 71.74 %
Return / open DD ratio: 11.43

Important notes

• The strategy was tested in StrategyQuant X (AlgoWizard); the figures above are backtest results. See the risk disclaimer below.
• Before live use, retest the strategy on your own data, commissions and position sizing.
• The strategy file stores the settings it was built with (engine Single-asset cloud strategy, symbol SPY.D, D1). When you retest it, select your own symbol, engine and costs.

Past performance is no guarantee of future success. All information should be viewed as educational only UNITED STATES Disclaimer required by Government - Commodity Futures Trading Commission informs: Futures and options trading have great potential rewards, but also great potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to buy/sell futures, shares or options on the same. No representation is being made that any account will or is likely to realise profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results. CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE A RECORD OF ACTUAL PERFORMANCE, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES WERE NOT EXECUTED, THE RESULTS MAY HAVE OFFSET THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMMES IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO REALISE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO, REALISE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS IN THE FINANCIAL MARKETS SHOULD BE YOUR OWN.

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Files

Strategy-SPYSwingRebound.sqm82 KBLocked

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Details
Version	1.0.0
Published	October 25, 2026
Last updated	November 2, 2026
Available in tiers	ELITE
App	SQ
Type	Strategy
Style	Mean Reversion
Author	StrategyQuant
Engine	Single Asset
Market	Index ETF
Direction	Long
Timeframe	D1
App version	145.3205
Market regime	All Markets
Holding period	Short-Term