Alpha Regime Reversion Pro by Saf — Strategy by TriumphOne
By TriumphOne
Performance Metrics
- Author: TriumphOne
- Symbol: NASDAQ:QQQ
- Timeframe: 1 day
- Win Rate: 72.5%
- Profit Factor: 3.149
Description
OverviewAlpha Regime Reversion Pro by Safi is a long-only, percentage-allocation strategy for liquid stocks and ETFs. It combines a broad-market regime filter with pullback and mean-reversion entries, risk-based position sizing, protective stops, compact trade markers, order-fill alerts, and a Trading Summary dashboard.The strategy is designed to answer three practical questions:Is the market regime suitable for long exposure?What percentage of total account equity should be allocated?When should exposure be added, reduced, or closed?All allocation instructions use 5% account increments. The user does not need to enter a specific account-dollar value.Trading profilesThe default Auto setting selects the profile according to the chart timeframe:60 minutes or lower: Intraday ReversionAbove 60 minutes: Swing Core + DipUsers can override Auto and select either profile manually.Swing Core + Dip profileThe swing profile is intended primarily for daily and 4-hour standard-candlestick charts.A bullish regime requires the selected benchmark, QQQ by default, to trade above its long-term regime average. The chart symbol can also be required to trade above its own regime average. Entry and exit buffers are used around the averages to reduce repeated whipsaws near the exact threshold.During a valid bullish regime, the strategy maintains a configurable core allocation. It can temporarily increase exposure during qualifying pullbacks identified with short-term RSI, trend structure, and the 20-period and 50-period EMAs.Default swing settings:Core allocation: 50% of strategy equityDip allocation: 75% of strategy equityLong-term regime average: 200 periodsDeep pullback: RSI(2) below 15 while price is below the fast EMAShallow pullback: RSI(4) below 40 during a positive 20/50 EMA trendRebound average: 5 periodsMaximum dip-allocation period: 10 barsEmergency stop distance: 8%Cooldown after a complete exit: 5 barsThe optional account-risk cap can reduce the target allocation when the selected stop distance would place more account equity at planned risk than the user permits.Intraday Reversion profileThe intraday profile is intended for liquid symbols on standard 5-minute through 60-minute charts.It combines:Confirmed daily QQQ regime data9, 21, and 200 EMAsSession VWAPShort-term RSI pullback conditionsATR-based initial riskATR trailing protection after approximately +1RA configurable time exit and cooldownA maximum of six new round trips per exchange dayDefault intraday risk is 1% of strategy equity per trade. The target allocation is derived from the ATR stop distance, limited by the selected maximum allocation, and rounded down to the nearest 5%.Position sizingThe strategy expresses every action as a percentage of total strategy equity.Examples:Buy 25% of accountAdd 20% of account to reach a 75% targetReduce 25% of accountClose 100% of remaining sharesThe strategy uses target allocations rather than fixed share recommendations. This allows the same script to be applied to accounts of different sizes without requiring an account-dollar input.The chart markers show the modeled fill price and the approximate percentage of account equity bought or sold. Sale markers also show the price return relative to the modeled average entry before that sale.Chart displayThe default chart is intentionally minimal:Compact buy and sell fill markersOne regime trend lineOne active stop line while a position is openOptional entry/exit arrows and adjustment dotsA configurable Trading Summary dashboardThe Trading Summary displays:Current regime and setupPosition status and current allocationNext percentage actionAverage entry and active stopOpen return and current R multipleEstimated account riskCompleted round tripsWin rateAverage winning and losing tradeProfit factorAverage holding timeStrategy return and maximum drawdownBuy-and-hold return and maximum drawdownMost recent modeled fillMost recent completed-trade resultHow to useUse standard candlesticks. Do not evaluate this strategy on Heikin Ashi, Renko, Kagi, Point and Figure, or Range charts.Apply it to a liquid stock or ETF. The default liquidity filter requires at least $20 million in average 20-bar dollar volume.For swing trading, begin with a daily or 4-hour chart and select Auto or Swing Core + Dip.For intraday use, begin with a 15-minute, 30-minute, or 60-minute chart and select Auto or Intraday Reversion.Set Maximum allocation to the largest percentage of total account equity permitted for this chart.Review the account-risk limit and stop settings before evaluating results.Use Strategy Tester on the exact symbol, timeframe, session, and date range being considered.When using the strategy on several charts, add the target allocations across all charts. Each Pine instance is independent and cannot see positions running on other charts.AlertsTo create modeled order-fill alerts:Add the strategy to the chart.Open Create Alert.Select Alpha Regime Reversion Pro by Safi as the condition.Select Order fills only.Use {{strategy.order.alert_message}} in the message field.Order-fill messages can include the symbol, action, target account percentage, TradingView broker-emulator fill price, signal price, stop, setup, trading mode, and exit reason.The reported fill is a simulated TradingView strategy fill. It is not confirmation of an execution received at an outside brokerage.Default Strategy Tester assumptionsInitial capital: 100,000Commission: 0.05% per transactionSlippage: 1 tickLong-onlyMargin requirement: 100%Signals confirmed after bar closeMarket orders normally modeled at the next available tick, usually the next bar openStandard OHLC fillsDefault backtest start: January 1, 2017Pyramiding is enabled internally so the strategy can adjust toward percentage targets. It should not be interpreted as permission to ignore the total allocation and account-risk limits displayed by the strategy.Important limitationsThis is a backtesting and decision-support tool, not personalized financial advice.Historical and simulated performance does not guarantee future results.Stops cannot guarantee the displayed loss during gaps, halts, fast markets, earnings announcements, or illiquid trading.TradingView strategy fills are simulated and can differ from live brokerage executions.Commission and one tick of slippage are modeled, but taxes, changing bid-ask spreads, market impact, dividends, and broker-specific financing are not fully modeled.The buy-and-hold comparison is informational and depends on the selected start date and chart data.Intraday results are especially sensitive to session settings, data quality, spread, slippage, and alert latency.The script is long-only and may remain in cash during defensive regimes. It does not open short positions.The displayed account-risk estimate is planned risk, not a guaranteed maximum loss.Design objectiveThe strategy is designed to participate in favorable long-term regimes, increase exposure during selected pullbacks, reduce exposure as mean reversion completes, and make position size explicit as a percentage of total account equity.It prioritizes disciplined allocation and risk visibility rather than promising a fixed win rate or guaranteed outperformance.