V-Reversal Cycles for Morning and Afternoon Trades

V-Reversal is one of our top mean reversion algorithmic trading systems. It can take both long and short trades and it can take a trade in the morning and another trade in the afternoon. If there were no trades in the morning, it can take two trades in the afternoon.

Sometimes the morning trade works better. Sometimes the afternoon trade works better. There are times when both trades are profitable and there are times when both trades lose.

Lately, we have seen a nice morning trade followed by an afternoon trade that goes against us. Here are the trades for the last three days.

Trading system performance should be measure over a longer period with focus on methodology, market tendencies, and performance statistics.

I tested V-Reversal 2024 COMB Long Short with $25 round turn slippage and commission and have three reports to separate the morning trades, the afternoon trades, and the combined trades. This report shows how we can combine strategies with different methodologies. The diversity of equity curves can be seen when comparing the individual reports with the combined report.

Which one would you rather trade longer term?

V-Reversal Morning Trades

V-Reversal Afternoon Trades

V-Reversal Morning and Afternoon Trades - Default Setup