Estrategia Wyckoff de reversión a la media 📈
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Why 2.0/5? (stars grade the EDGE — per-trade expectancy, consistency, drawdown — not the headline return)
- ✕ Roughly ZERO per-trade edge (+0.02R) — real costs eat whatever is there
- ✕ Max drawdown -37% on the ₹2L portfolio — the compounded return came with deep pain along the way
Detected components (auto-read from transcript)
Verdict
Auto-backtested. AI-decoded: Mean reversion scalping on intraday charts during sharp market declines (>2.5% down), triggered by exhaustion patterns (3 lower lows, volume reduction) and delta rotation confirmation. Ran on 159 large/mid-caps, real costs. 1,382 trades, win 48%, payoff 1.11, expectancy +0.02R/trade (avg -0.02%/trade).
This is essentially breakeven. The payoff ratio is thin. Reasonably consistent (89% of years positive).
Mechanically decoded from the transcript and scored from the metrics. Flagged for human review; a hand-vetted verdict can override it.
🔴 Live forward test (no hindsight — only trades the rules fired AFTER we published this verdict)
Tracking since 2026-07-08 — no qualifying signals have fired yet. The engine re-checks every night on fresh data; results appear here the day the rules trigger.
Is it profitable? (green above the line = made money, red below = lost it)
₹2,00,000 portfolio (max 5 positions, across the stock universe — real delivery costs)
| 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|
| -5% | +11% | -14% | +2% | -14% | +24% | -6% | -1% | -7% |
Simulated on the 159 large/mid-cap universe. Capital-constrained, daily mark-to-market.
Year by year (every trade the rules fired, across the tested stocks)
| Year | Trades | Win % | Expectancy | Avg return / trade |
|---|---|---|---|---|
| 2018 | 106 | 55% | +0.06R | +0.77% |
| 2019 | 166 | 54% | +0.19R | +1.04% |
| 2020 | 300 | 33% | -0.36R | -2.56% |
| 2021 | 49 | 61% | +0.29R | +2.02% |
| 2022 | 199 | 49% | +0.08R | +0.53% |
| 2023 | 110 | 60% | +0.19R | +0.64% |
| 2024 | 154 | 46% | +0.03R | +0.12% |
| 2025 | 165 | 56% | +0.18R | +0.83% |
| 2026 | 133 | 49% | +0.06R | +0.36% |
Where this strategy made & lost money (the full stock-by-stock breakdown — 157 stocks, incl. 2026)
| # | Stock | Trades | Win% | Avg/trade | Best | Total | 2026 |
|---|---|---|---|---|---|---|---|
| 1 | ████████ | 19 | 79% | +4.2% | +37% | +79% | +25% |
| 2 | ████████ | 19 | 53% | +1.8% | +20% | +33% | +23% |
| 3 | ████████ | 12 | 58% | +4.1% | +40% | +49% | +17% |
| 4 | ████████ | 12 | 42% | -0.8% | +10% | -9% | +17% |
| 5 | ████████ | 16 | 75% | +3.2% | +22% | +51% | +15% |
| 6 | ████████ | 15 | 47% | +0.4% | +25% | +5% | +14% |
| 7 | ████████ | 9 | 33% | -4.8% | +20% | -44% | +14% |
| 8 | PAYTM free peek | 11 | 36% | -4.3% | +14% | -47% | +13% |
| 9 | ████████ | 7 | 43% | -0.5% | +12% | -4% | +12% |
| 10 | ████████ | 5 | 40% | +0.8% | +10% | +4% | +10% |
| 11 | ████████ | 9 | 44% | -0.3% | +18% | -3% | +10% |
| 12 | ████████ | 7 | 71% | +3.8% | +14% | +27% | +9% |
| 13 | ████████ | 10 | 70% | +2.7% | +13% | +27% | +8% |
| 14 | ████████ | 10 | 70% | +2.2% | +14% | +22% | +8% |
| 15 | ████████ | 3 | 67% | +3.5% | +11% | +10% | +8% |
| 16 | ████████ | 21 | 52% | +3.0% | +34% | +64% | +7% |
| 17 | ████████ | 9 | 67% | +2.0% | +10% | +18% | +7% |
| 18 | ████████ | 6 | 50% | -0.3% | +14% | -2% | +7% |
| 19 | ████████ | 5 | 60% | -3.1% | +7% | -15% | +7% |
| 20 | ████████ | 14 | 29% | -1.2% | +54% | -17% | +7% |
| 21 | ████████ | 13 | 46% | -1.4% | +7% | -18% | -20% |
| 22 | ████████ | 14 | 29% | -3.0% | +16% | -42% | -19% |
| 23 | ████████ | 11 | 36% | -1.3% | +10% | -14% | -18% |
| 24 | ████████ | 9 | 33% | -1.3% | +28% | -11% | -18% |
| 25 | ████████ | 12 | 42% | -2.5% | +8% | -30% | -17% |
| 26 | ████████ | 14 | 14% | -2.4% | +13% | -33% | -13% |
| 27 | ████████ | 15 | 53% | +1.6% | +24% | +25% | -13% |
| 28 | ████████ | 12 | 50% | -1.9% | +3% | -23% | -12% |
| 29 | ████████ | 10 | 40% | -0.4% | +22% | -4% | -11% |
| 30 | ████████ | 13 | 54% | +1.1% | +23% | +14% | -11% |
Educational backtest output only — not investment advice or a recommendation to buy/sell any security. AI-generated from stored historical data; not 100% accurate. Past performance is not indicative of future results.
On the index (same rules applied to NIFTY & BANKNIFTY)
| Index | Trades | Win% | Expectancy (R/trade) | Avg return/trade |
|---|---|---|---|---|
| NIFTY | 10 | 40% | -0.12R | +0.82% |
| BANKNIFTY | 11 | 27% | -0.34R | -1.95% |
Full transcript (995 words)
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