Intraday VWAP mean-reversion — walk-forward validated, slippage-stressed, deployable in clicks.

A catalog of pre-validated mean-reversion strategies built around session-anchored VWAPs. Apply to ES, NQ, MES, SPY, QQQ, SPX options, or individual stocks — the engine is instrument-agnostic. Every catalog entry walk-forward-tested across 2.5 years, Monte-Carlo stress-tested, and re-ranked under realistic live-execution slippage before it ships. Run on TradingView, NinjaTrader, or hands-free into Tradovate.

ES futures NQ futures MES / MNQ micros SPY QQQ SPX options Liquid stocks

Cancel anytime · no annual lock-in · honest numbers · subscribers can rerun every backtest on their own instrument in the Lab.
See the hypothetical track record and feature comparison before you commit.

Validated, not just curve-fit

Walk-forward tested. Independent holdout slice. Slippage-stressed before we'd let anyone deploy it.

Walk-forward verdict
✅ Robust
15 of 15 rolling out-of-sample windows positive · median OOS/IS ratio 1.21 (OOS outperformed in-sample per-day in half the windows)
Realistic backtested P&L
+$287,250
Full 560 RTH days (2024-2026) · 10 contracts standard · 61.5% win rate · 1.5-tick typical live slippage assumed
Statistical reality check
DSR 1.000
Deflated Sharpe Ratio (López de Prado) after correcting for 4,000+ trial selection · all 3 years individually profitable (2024 / 2025 / 2026)
Past performance is not indicative of future results. Numbers above reflect hypothetical out-of-sample testing of the catalog winner on historical ES futures data, with a 1.5-tick slippage assumption applied to model realistic live execution. Theoretical (zero-slippage) numbers are higher; pessimistic-slippage numbers are lower. The strategy engine is instrument-agnostic — subscribers can apply it to NQ, SPY, QQQ, SPX options, individual stocks, etc., and rerun the full validation pipeline on their own instrument's data inside the Lab. See the risk disclosure and CFTC Rule 4.41 notice before trading.
What traders are saying

Built for traders who are tired of discretionary coin-flips.

⚠ Illustrative — actual subscriber quotes posted here once the system is live with paying users
"I'd been eyeballing VWAP touches discretionarily for two years. The Indicator tier basically encoded my own playbook into rules I'd actually follow. Knowing the catalog config was walk-forward-tested mattered way more than any single 'guru' alert."
MR
Matt R.
Indicator subscriber · 6 months
"What sold me was the slippage stress test. Most signal services pitch the theoretical backtest number and pretend execution is free. Greg's tool actually shows you the realistic-live degraded numbers up front, then makes you measure your own slippage in Sim before going live. That's the honest way."
JL
Jared L.
Autotrader subscriber · 4 months
"The catalog UX is what closed it for me. I'm an intermediate trader — I don't want to sweep 5,000 parameter combinations myself. Show me three validated configs ranked by my risk profile and let me deploy in two clicks. Done. The Lab is there if I ever want to go deeper."
SK
Steph K.
Indicator subscriber · 3 months

8 pre-tuned configs · 1 universal strategy engine.

Every catalog entry is the winner of an independent v122-style 5,832-combo parameter sweep on that instrument's own 1-min OHLCV data. The strategy concept is universal; the parameters are instrument-specific.

★ Validated — full pipeline (WF + MC + DSR + slippage)
◆ Candidate — sweep-only · Lab WF recommended
◇ Experimental — scaled-stop ETF sweep · smaller sample
ES
E-mini S&P 500 · CME Futures
★ Validated
Original v122 catalog winner. Walk-forward 100% positive OOS, DSR 1.000, all 3 years profitable.
P&L (1.5-tick)
+$287k
Sharpe
4.10
Win Rate
61.5%
🏆 TOP DEPLOY-CONFIDENCE
NQ
E-mini Nasdaq 100 · CME Futures
★ Validated
Confidence 100/100. Full pipeline + slippage-robust (Sharpe 24+ even at 3-tick pessimistic).
P&L (1.5-tick)
+$1.06M
Sharpe
24.41
Win Rate
90.6%
YM
E-mini Dow Jones · CME Futures
◆ Candidate
Sweep winner. Sharpe 26.77 · max DD $300. Run Lab walk-forward before live.
P&L (sweep)
+$506k
Sharpe
26.77
Win Rate
92.7%
MNQ
Micro Nasdaq · CME Micro Futures
◆ Candidate
Micro NQ at $2/pt — capital-efficient for sub-$10k accounts. 81.7% win rate.
P&L (sweep)
+$155k
Sharpe
24.48
Win Rate
81.7%
MES
Micro S&P 500 · CME Micro Futures
◆ Candidate
Micro ES at $5/pt. Smaller absolute P&L but easy entry point for new traders.
P&L (sweep)
+$19.8k
Sharpe
6.62
Win Rate
62.2%
RTY
E-mini Russell 2000 · CME Futures
◆ Candidate
Lower Sharpe than the index futures — Russell's higher intraday vol makes mean-reversion tougher. Still profitable.
P&L (sweep)
+$58k
Sharpe
3.58
Win Rate
58.9%
SPY
SPDR S&P 500 ETF · NYSE Arca
◇ Experimental
Sub-dollar stops scaled for ETF price levels. Flipped from -$1.1k (ES-tuned) to +$2.5k (SPY-tuned).
P&L (10 shrs)
+$2,489
Sharpe
14.90
Win Rate
37.2%
QQQ
Invesco QQQ Trust · Nasdaq
◇ Experimental
Nearly identical config to SPY — index ETFs share microstructure. Also flipped from negative to positive when stops were scaled.
P&L (10 shrs)
+$2,496
Sharpe
14.84
Win Rate
37.0%
P&L numbers: ES uses slippage-adjusted P&L from full pipeline (2.5-yr). NQ uses slippage-adjusted P&L (1-yr sweep + validation). Other futures and ETFs show sweep-best (1-yr; no slippage adjustment yet — that requires the Lab walk-forward pass). Numbers are 10-contract / 10-share positions; scale linearly for your size.

One engine. Every liquid intraday instrument.

The signal logic (session-anchored VWAP + regime + CUSUM trend filter) doesn't care what's on the chart — it auto-detects point value and tick size and applies the same rules. Apply it to whatever you already trade.

Futures
ES · NQ · MES · MNQ
✓ Catalog winner validated here. Native NinjaTrader support (point values auto-detected: $50/pt ES, $20/pt NQ, $5/pt MES, $2/pt MNQ). PickMyTrade → Tradovate for auto-execution.
ETFs & options
SPY · QQQ · IWM · SPX
Run the indicator on liquid index ETFs for share-based trading, or use SPX index levels to time 0DTE / weekly options entries. $1/pt for shares; size positions via the position-sizing calculator.
Individual stocks
AAPL · MSFT · TSLA · NVDA · any liquid name
Works on any stock with reasonable intraday volume — the higher the volume, the cleaner the VWAP signal. Use the Lab to walk-forward-validate before deploying on a new ticker.
What's validated vs what's applicable: the catalog winner's published stats are from ES futures, 2024-2026. The strategy code is instrument-agnostic and runs on any of the above. Want to deploy on QQQ, MES, or AAPL? Load that instrument's history into the Lab, rerun the validation pipeline (walk-forward + Monte-Carlo + slippage stress), and decide based on YOUR data. The Lab is included at the Indicator tier specifically so this is a 10-minute task, not a 10-day project.

From chart to execution in under ten minutes.

Three steps, regardless of which tier you're on.

1

Subscribe & install.

Get access to the invite-only TradingView indicator, or drop the NinjaTrader strategy file into your Custom folder. Apply to any chart — ES, NQ, SPY, QQQ, your favorite stock. Five-minute setup with screen-recorded install guides.

2

Watch or automate.

Signals fire when price retests a session VWAP with confirmed regime — same logic across futures, ETFs, stocks. Take them manually on TradingView, or wire futures alerts through PickMyTrade to auto-execute on Tradovate.

3

Validate & refine.

Load your instrument's data into the Lab, sweep thousands of parameter combos, walk-forward-validate the survivors, stress-test under realistic slippage. Save the winner to your personal catalog. The Lab shows P&L impact of every change.

Same signals. Different amounts of tooling and control.

All tiers share the identical entry/exit engine. Higher tiers don't get "better signals" — they get more ways to see, customize, and automate them.

Signals

Best for traders who want to execute manually.

$129
per month · 7-day free trial
  • Real-time entry & exit alerts
  • Discord signal feed
  • Daily market commentary
  • No TradingView indicator
  • No backtester access
  • Manual execution only
Start trial

Indicator + Autotrader

Hands-free execution from signal to Tradovate fill.

$699
per month · intro call before activation
  • Everything in Indicator
  • PickMyTrade → Tradovate wiring
  • Automated multi-TP/SL management
  • One-on-one setup call with the founder
  • Priority support
  • Quarterly account review
Book intro call

All tiers: 7-day free trial · cancel anytime · no annual lock-in · no per-trade fees.

Feature comparison

Signals
$129/mo
Indicator
$299/mo
+ Autotrader
$699/mo
Alerts & signals
Real-time entry & exit alerts
Discord signal feed
Daily market commentary
Strategy Catalog
Pre-validated strategy catalog
Profile-matched recommendations (Conservative / Balanced / Aggressive)
One-click NinjaTrader deploy (auto-populated template)
TradingView setup checklists (copy as Pine comment block)
My Strategies — save your own validated configs
Software
Invite-only TradingView indicator
NinjaTrader strategy (.cs file)
Multi-session VWAPs (RTH / Asia / London / Weekly / 22-hour Globex)
EMA trend & VWAP slope filters
Day-of-week, hour-of-day, & VIX-regime filters
OR-Snap entry redirect
Runner profit cap
Backtesting Lab (advanced)
Full parameter-sweep backtester (millions of combos)
Walk-forward analysis (rolling IS/OOS validation)
Final-holdout slice (untouched validation data)
Out-of-sample holdout + Deflated Sharpe Ratio
Monte Carlo + bootstrap resampling
Position sizing & drawdown calculator
Institutional-grade PDF reports
Cloud data — pick any date range, fetch instantly
Automation
PickMyTrade → Tradovate auto-execution wiring
Automated multi-TP/SL management
One-on-one setup call with the founder
Quarterly account review
Support
Email support
Discord community access
Priority response (< 12 hours)

Built for traders who want clean charts and explicit rules.

The system marks every signal, target, stop, and trail with full quantity labels — so you can audit exactly what fired and why.

BUY 10 @ 5247 5 T1 @ 5252 10 STP @ 5242
TradingView indicator on a 1-min ES chart. Multi-session VWAP, EMA bands, entry/exit markers, T1/T2/Stop lines, full quantity labels.
🎯 Recommended for you
RTH-Reversion · 15-20 VIX · First 4h CUSUM On
Walk-forward verdict: ✅ Robust · 15/15 OOS windows positive · DSR 1.000
P&L
$287k
Sharpe
4.10
Max DD
$24k
View Details
Open in Lab
The Strategy Catalog. Every entry walk-forward-validated, ranked to match your risk profile, one-click deploy to TradingView or NinjaTrader.
🧪 Sweep Results · 5,832 combos · 4,000 with ≥30 trades
#ParamsP&LSharpeCal
1SL:3 T1:3 CD:0 CUSUM:On$593k8.4635.4
2SL:3 T1:3 CD:0 CUSUM:On$601k7.2628.0
3SL:5 T1:5 CD:1 CUSUM:Off$308k2.403.61
↓ click any row → walk-forward · Monte Carlo · DSR · per-year breakdown
The backtesting Lab. Sweep thousands of parameter combinations, walk-forward-validate the top picks, Monte Carlo stress-test, slippage-adjust. Browser-only — no install.

The catalog winner, simulated across 2.5 years of historical ES data.

Below: the equity curve and monthly P&L of the v122 catalog winner (RTH-Reversion · 15-20 VIX · First 4h · CUSUM On) on ES futures, simulated under realistic-live-slippage assumptions (1.5 ticks/trade). Subscribers can rerun the same validation on NQ, SPY, QQQ, or any individual stock in the Lab.

⚠ ES-specific hypothetical backtest · slippage-adjusted · not live-traded yet
Total P&L
Win rate
Max drawdown
Sharpe
Trades
Last update

Equity curve

Monthly P&L

Questions you should be asking.

What account size do I need?

Depends on which instrument you trade. Rough guides at moderate drawdown tolerance (2× MC-95% DD per contract, $500 intraday margin/contract):

  • ES (E-mini S&P): ~$5,663 per contract → $56,630 for the 10-contract catalog winner
  • NQ (E-mini Nasdaq): ~$8,500/ct (NQ moves further per point, so size down)
  • MES (Micro E-mini): ~$1,100/ct — 10× cheaper than ES, ideal for sub-$10k accounts
  • MNQ (Micro Nasdaq): ~$1,700/ct
  • SPY / QQQ shares: scales linearly — $5k will trade ~10 shares safely, $50k will trade ~100
  • Individual stocks: rerun the position-sizing calculator on your ticker — varies wildly by volatility

The Indicator tier ships with a position-sizing calculator that takes your account size + drawdown tolerance and tells you exactly how many contracts/shares to size at. Use it before going live.

What's the expected drawdown?

For the v122 catalog winner (slippage-adjusted): max drawdown of $23,563 on the 10-contract backtest across 2.5 years (2024-2026 ES RTH). Monte Carlo 95th-percentile DD: $25,813. Recovery factor 12× (every $1 of max DD was followed by $12 of profit). All three calendar years (2024 / 2025 / 2026) were individually profitable. See the track record chart for the equity curve and monthly P&L bars.

How honest are your backtest numbers?

The numbers shown on this page are slippage-adjusted at 1.5 ticks/trade (typical real-world PickMyTrade → Tradovate live execution). Theoretical zero-slippage numbers are higher — for the catalog winner, $593k theoretical vs $287k realistic, Sharpe 8.46 vs 4.10. We show the realistic ones because they're what you'd actually experience.

The Indicator tier ships with the same backtester we used. Every claim on this page is rerunnable in your own browser, on your own data, with the slippage assumption set to whatever you measure on your own Sim101 account before going live. Don't trust our numbers — verify them.

What's "CUSUM" and why does it matter?

CUSUM is a trend-detection filter (López de Prado's adaptive-σ change-point detector) baked into v107+ of the indicator. It blocks reversion entries that fight an armed trend — e.g., it won't take a long-into-VWAP setup if the strategy detects an active downtrend regime. On our 2.5-year backtest, turning CUSUM on lifted the catalog winner's P&L by 48%, raised Sharpe from 2.40 → 4.61, and cut max DD by 19%. It's on by default in the latest version. Subscribers can A/B compare on/off in the Lab to verify on their own data.

What instruments can I run this on?

Any liquid intraday instrument. The strategy engine auto-detects point value and tick size via syminfo.root on TradingView (and Instrument.MasterInstrument.PointValue on NinjaTrader). Tested on:

  • Futures: ES, NQ, MES, MNQ (native NT support; PickMyTrade → Tradovate for auto-execution)
  • Index ETFs: SPY, QQQ, IWM (share-based; manual or broker-API automation)
  • SPX options: use index levels to time 0DTE / weekly entries
  • Individual stocks: any name with reasonable intraday volume — VWAP signals get cleaner the more volume there is

The catalog winner's published stats are ES-specific because that's the data we have fully validated. To deploy on a different instrument, load that instrument's data into the Lab and rerun the validation pipeline (walk-forward + Monte-Carlo + slippage stress) on YOUR data. Takes ~10 minutes per instrument.

Can I auto-trade hands-free?

Yes — the Indicator + Autotrader tier wires the TradingView indicator's alerts into PickMyTrade, which executes on your Tradovate account. Includes a one-on-one setup call with the founder (Greg) before activation so we can verify routing, slippage, and risk caps on your specific account before any live capital is at risk. Alternatively, the NinjaTrader strategy file (included at the Indicator tier) runs natively on your local NT8 instance — no third-party broker bridge needed.

Why a subscription instead of a one-time sale?

Markets shift. A one-time sale means zero incentive to keep the system current. The subscription funds continuous updates (Pine, NT, and backtester all evolved through v100+ revisions this year), a live performance log, and direct support — the things that actually matter after the first week.

Can I cancel anytime?

Yes. Cancel in one click. Access persists to the end of your paid period, then stops. Anything you've configured on your own TradingView chart stays yours.

Do I need TradingView Pro?

For alerts to fire in real time, yes — TradingView's Essential plan or higher. The Signals tier bypasses this (we push alerts to Discord for you). NinjaTrader users don't need any TradingView subscription at all.

Is this financial advice?

No. Signals and tools only. Futures trading involves substantial risk of loss and is not suitable for every investor. You are solely responsible for every trade you take. See the full risk disclosure and CFTC Rule 4.41 notice.

Risk disclosure: Futures and options trading involves substantial risk of loss and is not suitable for every investor. The valuation of futures may fluctuate, and as a result, clients may lose more than their original investment. Past performance is not necessarily indicative of future results. Hypothetical and simulated performance results have inherent limitations — see full risk disclosure and CFTC Rule 4.41 notice.