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ES Mean Reversion

RookieFuturesMT5

kenji.qVerified·Mean reversion · 1–2 daysView trader

Return (all)

+4.8%

98 days of history

Max drawdown

3.6%

Current 1.7%

Sortino

3.82

Sharpe 2.50 · PSR 0.90

Compliance

1/1

Rookie stage

Risk score

33 · Low

Capacity used

39%

9/23 seats · $70k

Performance

Strategy NAV vs. realized follower results

Return 1Y: +4.8%
CAGR: +19.1%
Sharpe: 2.50
Volatility: 7.1%
Max drawdown: 3.6%
Best / worst day: +1.5% / −1.3%
Up days: 58%
vs BTC: −1.6%

Oct 6, 2026Strategy+4.80%NAV1.0480Followers+4.75%Day+0.45%

Time-weighted return (cash-flow adjusted NAV) · bars = daily return · followers shown after slippage & fees

Equity curve

Growth of a starting balance, with high-water mark and time below peak

Final equity: $10,480
Net profit: +$480
Peak equity: $10,661
Max drawdown ($): −$384

Equity High-water mark Below peak

Drawdown

Underwater curve with the current contract's max drawdown limit

Daily P&L

Every trading day's result — browse month by month

Profitable days: 58%
Avg up / down day: +0.28% / −0.27%
Best / worst day: +1.50% / −1.35%
Longest up / down streak: 7 / 5 days

Sep 2026

Month −3.6%14/30 up daysAvg −0.12%

MoMon	TuTue	WeWed	ThThu	FrFri	SaSat	SuSun	Wk
	1 −1.3%	2 +0.1%	3 −0.3%	4 +0.4%	5 +0.1%	6 −0.1%	−1.2%
7 +0.2%	8 −0.0%	9 +0.3%	10 −0.5%	11 +0.3%	12 −0.1%	13 −0.5%	−0.4%
14 −0.6%	15 −0.4%	16 +0.0%	17 +0.0%	18 +0.0%	19 +0.1%	20 +0.0%	−0.8%
21 +0.4%	22 +0.2%	23 −0.2%	24 −0.0%	25 −0.7%	26 −0.1%	27 −0.7%	−1.2%
28 +0.5%	29 −0.5%	30 −0.1%					−0.1%

Daily time-weighted returns in %. Color intensity clamped at ±3%. Days with no data are greyed out.

Monthly returns

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	—	—	—	—	—	+0.0	+2.4	+4.1	−3.6	+2.0	—	—	+4.8%

Monthly returns in %, color clamped at ±10%.

About this strategy

Buys short-term oversold conditions in the S&P 500 with a time stop. Rookie stage.

Style: Mean reversion · 1–2 days
Instruments: US500
Avg holding time: 1.3 days
Live since: Jun 30, 2026

Risk flags

Behavior detection on the full trade history

Thin sample

Flags feed the Risk Score, the Seat Contract (prohibited patterns) and ranking.