NQ Scalping VWAP Mean Reversion (RSI + ATR Exits) [v5] — Strategy by bradenstrock
By bradenstrock
Performance Metrics
- Author: bradenstrock
- Symbol: CME_MINI:MNQ1!
- Timeframe: 1 minute
- Net P&L: +274.00 USD (+2.74%)
- Win Rate: 70.8%
- Profit Factor: 1.797
- Max Drawdown: 172.50 USD (1.73%)
- Total Trades: 24
Description
This strategy is designed for NQ scalping using a VWAP mean reversion approach. It enters long positions when price extends below VWAP with oversold RSI conditions and confirms with a bullish reversal candle. It enters short positions when price stretches above VWAP with overbought RSI conditions and confirms with a bearish reversal candle.Risk management is handled using ATR-based stop losses and profit targets, with an optional time-based exit to prevent overexposure during consolidation. The strategy is optimized for lower timeframes such as 1–5 minute charts and is intended for intraday trading during regular session hours.