Anchor
Anchored Value
Anchor is a mean-reversion strategy anchored to session VWAP. Entries trigger on a confirmed re-touch of the line; two scaled targets exit the position as price unwinds in the trade direction. Backtest Q2'25–Q1'26 + live Q2'26: best PF 3.46 (MNQ), combined +$54,080 backtest / +$9,042 live at 100K presets.
At a glance
Best-performing instrument per metric (max 3 from one instrument). Rolling last 12 months at 100K preset; forecast metrics from 1,500-path Monte Carlo, 3-year horizon. Viability 3y = % of MC paths that never hit the hard drawdown. Payouts : blow = payouts per one account blow over 3y. TTP = median days to first payout.
Equity curve · backtest + live
Daily P&L applied to the $100,000 starting balance at the 100K preset (8 ct), log scale. Gray = backtest (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-06-30).
TradingView performance summary · last 4 quarters (Q3'25 — Q2'26)
Quarterly breakdown
| Quarter | Phase | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q3'25 | backtest | +$2,374 | 62.1% | 29 | $692 |
| Q4'25 | backtest | +$8,172 | 79.4% | 34 | $2,064 |
| Q1'26 | backtest | +$9,722 | 75.0% | 36 | $1,976 |
| Q2'26 live | live | +$2,788 | 88.9% | 9 | $452 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher.
Stats · backtest
| Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|
| $413 / $339 | 1.22 | $1,182 / $928 | $2,336 (2.34%) | 3.91 (3.12 live) | 3.53 | 10.7 | 5.0 |
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 [P10–P90] | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | 4 ct | 3.73% | $8,954 [$5,939–$11,275] | 68 d | SAFE |
| 100K FP | 8 ct | 12.44% | $16,563 [$2,635–$22,244] | 46 d | CAUTION |
| 150K FP | 13 ct | 14.84% | $25,664 [$2,342–$35,839] | 40 d | CAUTION |
Equity curve · backtest + live
Daily P&L applied to the $100,000 starting balance at the 100K preset (18 lot), log scale. Gray = backtest (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-06-30).
TradingView performance summary · last 4 quarters (Q3'25 — Q2'26)
Quarterly breakdown
| Quarter | Phase | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q3'25 | backtest | +$2,904 | 64.7% | 34 | $2,380 |
| Q4'25 | backtest | +$10,537 | 78.8% | 33 | $1,813 |
| Q1'26 | backtest | +$8,784 | 70.0% | 40 | $2,943 |
| Q2'26 live | live | +$6,254 | 72.7% | 11 | $3,321 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher.
Stats · backtest
| Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|
| $458 / $391 | 1.17 | $1,264 / $1,566 | $2,943 (2.94%) | 3.51 (1.49 live) | 2.6 | 9.25 | 6.0 |
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 [P10–P90] | Median TTP | Status |
|---|---|---|---|---|---|
| 50K Swing | 9 lot | 16.87% | $8,719 [$578–$13,371] | 24 d | CAUTION |
| 100K Swing | 18 lot | 0.8% | $21,310 [$14,841–$27,838] | 24 d | SAFE |
| 200K Swing | 36 lot | 0.8% | $42,621 [$29,682–$55,677] | 24 d | SAFE |
Risk disclosure
Backtest Q2'25–Q1'26 plus live Q2'26 at the stated presets. Past performance, simulated or live, does not guarantee future results. Futures and CFD trading involves substantial risk of loss; prop-firm accounts add breach rules (daily/EOD drawdown) that can terminate an account regardless of long-term edge. Size accordingly.
How Anchor works
Anchor's premise: session VWAP is the day's gravity center. Price drifts away from it and is repeatedly pulled back — and the controlled return to the line is statistically more reliable than the moves that produced the drift.
The strategy waits for a confirmed re-touch and ignores every condition that doesn't qualify. Once positioned, two scaled targets (T1, T2) exit the trade as it unwinds in the entry direction.
The result is one of the lowest-variance strategies in the roster: 100% viability across all MNQ variants, largest blow rate just 1.4%/y on the 150K variant — far below the 15% SAFE threshold. Sizing scales aggressively (4 ct on 50K → 8 ct on 100K → 14 ct on 150K) because the drawdown profile is exceptionally tight.
How these numbers were calculated
Trade counts, win rates, profit factors, drawdown values come directly from TradingView Strategy Tester for the baseline preset. Verify by running the strategy in your own TradingView after purchase — numbers match 1:1.
DD%, SL%, Pass:Blow ratio and percentile breakdowns are computed from the same trade list using industry-standard methodology. Reproducible in Excel or Python.
Time-to-payout, Pay/y, Net $/y, Blow rate, and Viability come from a 1,500-path Monte Carlo v6 simulation over a 3-year horizon. Block bootstrap (5-day blocks) preserves serial autocorrelation of trade streaks.
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