Vandan V2 — Strategy by gerasymenko_nazarr
By gerasymenko_nazarr
Performance Metrics
- Author: gerasymenko_nazarr
- Symbol: CME_MINI:NQ1!
- Timeframe: 15 minutes
- Net P&L: +1,915,115.00 USD (+191.51%)
- Win Rate: 62.1%
- Profit Factor: 1.633
- Max Drawdown: 26,035.00 USD (1.79%)
- Total Trades: 10,242
Description
Vandan V2 is an automated trading strategy for NQ1! (E-mini Nasdaq-100) based on short-term mean reversion with dynamic risk control. It combines volatility filters and overbought/oversold signals to capture local market imbalances.Backtested from 2015 to 2025, it achieved a +730% total return, Profit Factor of 1.40, max drawdown of only 1.61%, and over 106,000 trades. Designed for systematic scalping or intraday arbitrage with a limit of 3 simultaneous contracts.