Fade
Extreme Reversion
Fade is an extreme-reversion system: it waits for a move to stretch far beyond its normal range, then trades against it only once the move itself shows failure — exhaustion first, confirmation second, entry last. Stretched-but-still-trending conditions are skipped entirely. Trailing 12 months (Sep 2025 – Aug 2026): best PF best PF 4.37 (MNQ), combined +$41,858 · live since Q2'26 +$31,006 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 (2 ct), log scale. Gray = backtest (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-08-31).
TradingView performance summary · trailing 12 months (Sep 2025 – Aug 2026)
Quarterly breakdown · full history since Q2'25, live since Q2'26
| Quarter | Phase | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | backtest | −$1,198 | 58.3% | 12 | $1,770 |
| Q3'25 | backtest | +$210 | 66.7% | 9 | $302 |
| Q4'25 | backtest | −$50 | 54.5% | 11 | $514 |
| Q1'26 | backtest | +$1,058 | 80.0% | 5 | $344 |
| Q2'26 live | live | +$2,820 | 84.6% | 13 | $368 |
| Q3'26 live · 2 mo | live | +$1,888 | 75.0% | 12 | $462 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Q3'26 is accruing (2 of 3 months).
Stats · trailing 12 months
| Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|
| $272 / $-244 | -1.11 | $1,166 / $-450 | $726 (0.73%) | 2.5 | 2.38 | 8.27 | 7.6 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | 1 ct | 0.22% | $1,219 | 340 d | SAFE |
| 100K FP | 2 ct | 0.80% | $2,438 | 340 d | SAFE |
| 150K FP | 3 ct | 0.80% | $3,657 | 340 d | SAFE |
Equity curve · backtest + live
Daily P&L applied to the $100,000 starting balance at the 100K preset (2 ct), log scale. Gray = backtest (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-08-31).
TradingView performance summary · trailing 12 months (Sep 2025 – Aug 2026)
Quarterly breakdown · full history since Q2'25, live since Q2'26
| Quarter | Phase | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | backtest | +$544 | 100.0% | 4 | $0 |
| Q3'25 | backtest | −$272 | 0.0% | 1 | $272 |
| Q4'25 | backtest | +$573 | 75.0% | 8 | $909 |
| Q1'26 | backtest | +$355 | 66.7% | 9 | $548 |
| Q2'26 live | live | +$2,661 | 62.5% | 8 | $120 |
| Q3'26 live · 2 mo | live | +$2,193 | 100.0% | 7 | $0 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Q3'26 is accruing (2 of 3 months).
Stats · trailing 12 months
| Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|
| $312 / $-214 | -1.46 | $999 / $-909 | $909 (0.91%) | 2.63 | 1.06 | 6.36 | 7.5 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | 1 ct | 0.00% | $1,409 | 340 d | SAFE |
| 100K FP | 2 ct | 0.02% | $2,818 | 340 d | SAFE |
| 150K FP | 3 ct | 0.02% | $4,227 | 340 d | SAFE |
Equity curve · backtest + live
Daily P&L applied to the $100,000 starting balance at the 100K preset (9 lot), log scale. Gray = backtest (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-08-31).
TradingView performance summary · trailing 12 months (Sep 2025 – Aug 2026)
Quarterly breakdown · full history since Q2'25, live since Q2'26
| Quarter | Phase | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | backtest | +$1,301 | 100.0% | 4 | $0 |
| Q3'25 | backtest | −$527 | 50.0% | 2 | $587 |
| Q4'25 | backtest | +$1,001 | 75.0% | 8 | $2,454 |
| Q1'26 | backtest | +$1,044 | 75.0% | 8 | $1,265 |
| Q2'26 live | live | +$5,245 | 71.4% | 7 | $950 |
| Q3'26 live · 2 mo | live | +$4,843 | 100.0% | 7 | $0 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Q3'26 is accruing (2 of 3 months).
Stats · trailing 12 months
| Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|
| $684 / $-817 | -0.84 | $2,252 / $-2,454 | $2,454 (2.45%) | 2.32 | 0.79 | 4.97 | 7 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | 4.5 lot | 0.07% | $3,473 | 268 d | SAFE |
| 100K FP | 9 lot | 0.07% | $6,945 | 268 d | SAFE |
| 200K FP | 18 lot | 0.07% | $13,890 | 268 d | SAFE |
50K Swing preset available via Custom.
Equity curve · backtest + live
Daily P&L applied to the $100,000 starting balance at the 100K preset (0.6 lot), log scale. Gray = backtest (2025-04-01 → 2026-03-31); accent = live (2026-04-01 → 2026-08-31).
TradingView performance summary · trailing 12 months (Sep 2025 – Aug 2026)
Quarterly breakdown · full history since Q2'25, live since Q2'26
| Quarter | Phase | Net | WR | Trades | Max DD (EOD) |
|---|---|---|---|---|---|
| Q2'25 | backtest | −$3,242 | 55.6% | 9 | $4,763 |
| Q3'25 | backtest | +$2,322 | 77.8% | 9 | $274 |
| Q4'25 | backtest | +$1,500 | 63.6% | 11 | $1,283 |
| Q1'26 | backtest | +$4,059 | 83.3% | 6 | $980 |
| Q2'26 live | live | +$7,096 | 75.0% | 16 | $1,080 |
| Q3'26 live · 2 mo | live | +$4,260 | 81.8% | 11 | $1,288 |
Drawdowns are EOD basis; intrabar peak-to-trough runs higher. Q3'26 is accruing (2 of 3 months).
Stats · trailing 12 months
| Avg win / loss | W:L | Largest win / loss | Max DD EOD | Sharpe | Sortino | Calmar | Avg bars |
|---|---|---|---|---|---|---|---|
| $718 / $-659 | -1.09 | $2,333 / $-1,288 | $2,056 (2.06%) | 2.81 | 2.3 | 8.7 | 7.8 |
TradeZella merges partial exits into one position, so its trade count runs below the TradingView trade list; net P&L matches to the dollar.
Account sizing · Monte Carlo 1,500 paths × 3y
| Account | Qty | Blow/y | Net/y P50 (MC) | Median TTP | Status |
|---|---|---|---|---|---|
| 50K FP | 0.3 lot | 0.69% | $4,689 | 191 d | SAFE |
| 100K FP | 0.6 lot | 0.69% | $9,379 | 191 d | SAFE |
| 200K FP | 1.2 lot | 0.69% | $18,758 | 191 d | SAFE |
50K Swing preset available via Custom.
Risk disclosure
Backtest Q2'25–Q1'26 plus live since 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 Fade works
Fade is an extreme-reversion system. It does nothing while a move is orderly. Only when price stretches far beyond its typical range does the strategy start watching — and even then it does not sell strength or buy weakness blindly: the overextended move has to visibly fail first. Entry comes against the move once that failure confirms, with the protective stop and profit target fully defined before the order is placed.
On CFD routing (XAU, NAS) the stop and target travel with the entry order, so the position is protected broker-side even if the alert chain fails afterwards; on futures (MNQ, MGC) exits are managed by TradingView with their own alerts, and the EOD guard closes any open position before the session ends on the futures presets (MNQ, MGC).
Trades are short-lived by design — reversion either happens quickly or the premise is wrong, so average holding time is a handful of 15-minute bars. All four instruments run the same script on M15, with per-instrument parameters, sizing presets and session handling selected automatically.
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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