Alpha Reversion Pro v2.1 - Safi Edition — Strategy by TriumphOne
By TriumphOne
Performance Metrics
- Author: TriumphOne
- Symbol: NASDAQ:QQQ
- Timeframe: 1 day
- Win Rate: 74.2%
- Profit Factor: 1.728
Description
Alpha Reversion Pro v2.1 - Safi Edition is a regime-aware mean-reversion strategy built around controlled aggression.The idea is simple:Do not buy every dip.Buy selected dips only when the broader market regime is supportive.The strategy uses a macro regime filter, defaulted to QQQ versus its 200-period SMA on the daily timeframe. When the macro regime is bullish, the system allows staged dip entries on the chart symbol. When the regime turns defensive, the system moves to cash defense.This is my personal Safi-style workflow: wait for fear, exhaustion, or trend pullbacks inside a supportive macro environment, scale exposure in controlled pieces, and exit when the mean-reversion move matures.Core logic:1. Macro regime filterThe script checks whether the selected macro index is above its 200-period SMA. The default is QQQ on the daily timeframe.2. Deep dip entriesThe deep dip model uses a short RSI to detect aggressive downside exhaustion.3. Shallow trend-pullback entriesThe shallow model allows smaller pullback entries when price remains above a trend filter.4. Staged scalingThe strategy can build a position gradually using multiple entries instead of entering full size at once.5. Mean-reversion exitsThe strategy exits when price reverts above the selected exit SMA.6. Defensive exitsThe strategy exits if the macro regime turns bearish.7. Hard stop protectionA configurable hard stop is used to limit downside.8. Compact HUDThe top-right trading summary shows position state, action, macro regime, entry, stop, estimated account risk, open P/L, win rate, profit factor, return, drawdown, trade count, average hold, and buy-and-hold comparison.Best use cases:- QQQ daily or weekly swing trading- TQQQ daily or 4-hour aggressive leveraged ETF swing trading- SOXL daily or 4-hour semiconductor pullback trading- SPY daily or weekly market pullbacks- Liquid mega-cap growth stocks during bullish QQQ regimesSuggested starting settings:For QQQ or SPY:- Chart timeframe: Daily or weekly- Macro Regime Index: QQQ or SPY- Regime Timeframe: Daily- Capital Allocation per Entry: 10% to 25%- Max Total Entries: 2 to 4- Hard Stop: 5% to 8%For TQQQ:- Chart timeframe: Daily or 4-hour- Macro Regime Index: QQQ- Regime Timeframe: Daily- Capital Allocation per Entry: 10% to 25%- Max Total Entries: 2 to 4- Hard Stop: 6% to 10%For SOXL:- Chart timeframe: Daily or 4-hour- Macro Regime Index: SMH- Regime Timeframe: Daily- Capital Allocation per Entry: 10% to 20%- Max Total Entries: 2 to 4- Hard Stop: 8% to 12%This strategy is long-only. It is not designed as a short-selling system and is not designed for inverse ETFs without modification.The strategy is best tested on normal candles. Non-standard charts can produce unrealistic strategy fills.Important notes:- This script is for education, research, and paper-trading.- It is not financial advice.- Historical results do not guarantee future performance.- Strategy results depend on symbol, timeframe, slippage, spread, commission, liquidity, and settings.- Leveraged ETFs such as TQQQ and SOXL can move quickly and may experience large drawdowns.- Always test the script on your own symbol, timeframe, and cost assumptions.Signature:Built by Safi for controlled-aggression mean reversion.QQQ is the traffic light. Risk comes first. Cash is a position.