Strategies / Mean reversion / Post Rally Drop Reversion

Post Rally Drop Reversion

Buys when the close falls below 0.9 times a reference price, set by the latest sharp rally in the recent lookback. Sells when the close recovers to the reference price used for entry.

Mean reversionLong onlySwingSilver1 hour

n/aProfit factor

585,494Net profit USD

100.00%Win rate

12Trades

-6,537Max drawdown

48,791Avg trade

Best run of 48. Silver, 1 hour, spread 2, from run sweeps:2026-10-04-SILVER-1h-opt.tsv:9.

Entry rules, long

The reference price is the close of the latest bar followed within 3 bars by a close more than 1.08 times higher.

Exit rules

The long closes at market when the close reaches or exceeds the reference price stored at entry.

Test conditions

Period	Up to 2026-10-04
Instrument	Silver, 1 hour
Spread	2 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
SilverBest run	1 hour	n/a	12	100.00	585,494 USD	-6,537
USD/JPY	15 min	n/a	1	100.00	113,460 USD	-90,630
EUR/USD	Daily	n/a	7	100.00	110,513 USD	-59,575
EUR/USD	10 min	n/a	1	100.00	33,067 USD	-16,428
EUR/USD	4 hours	n/a	2	100.00	23,071 USD	-18,280
EUR/USD	1 hour	n/a	2	100.00	22,441 USD	-18,380
Nikkei 225	Daily	n/a	10	100.00	20,616 USD	-6,922
Silver	30 min	n/a	10	90.00	15,667 USD	-8,176
Silver	10 min	n/a	5	100.00	14,599 USD	-6,371
Brent Crude	Daily	n/a	7	100.00	9,934 EUR	-6,823
Nikkei 225	5 min	n/a	2	100.00	8,201 USD	-2,752
US Crude Oil	10 min	n/a	7	100.00	7,616 EUR	-5,760
US Crude Oil	5 min	n/a	8	100.00	7,147 EUR	-2,181
Dow Jones	10 min	n/a	2	100.00	6,961 EUR	-2,526
Nikkei 225	10 min	n/a	2	100.00	5,983 USD	-3,322
US Crude Oil	3 min	n/a	6	100.00	5,633 EUR	-1,706
Silver	15 min	n/a	3	100.00	5,470 USD	-4,187
Brent Crude	1 hour	n/a	8	87.50	5,350 EUR	-4,765
US Crude Oil	2 min	n/a	6	100.00	5,260 EUR	-1,342
Brent Crude	4 hours	n/a	7	85.71	4,870 EUR	-4,746
Dow Jones	3 min	n/a	1	100.00	4,448 EUR	-3,334
Brent Crude	3 min	n/a	5	100.00	4,357 EUR	-1,303
DAX 40	15 min	n/a	3	100.00	4,149 EUR	-3,058
Brent Crude	5 min	n/a	4	100.00	3,708 EUR	-2,927
Brent Crude	2 min	n/a	4	100.00	3,558 EUR	-1,300
FTSE 100	15 min	n/a	4	100.00	3,106 EUR	-2,243
Brent Crude	1 min	n/a	3	100.00	2,807 EUR	-1,310
GBP/USD	15 min	n/a	2	100.00	2,686 USD	-1,882
DAX 40	3 min	n/a	1	100.00	2,566 EUR	-1,464
DAX 40	4 hours	n/a	3	100.00	2,269 EUR	-1,913
FTSE 100	Daily	n/a	4	100.00	2,197 EUR	-798
DAX 40	Daily	n/a	6	100.00	2,098 EUR	-941
FTSE 100	1 hour	n/a	4	100.00	2,004 EUR	-842
Nikkei 225	1 hour	n/a	2	100.00	1,993 USD	-1,061
Nikkei 225	30 min	n/a	2	100.00	1,968 USD	-987
Nikkei 225	4 hours	n/a	2	100.00	1,945 USD	-938
US Crude Oil	1 min	n/a	2	100.00	1,762 EUR	-1,147
FTSE 100	4 hours	n/a	3	100.00	1,526 EUR	-143
FTSE 100	3 min	n/a	1	100.00	1,057 EUR	-415
Dow Jones	Daily	n/a	2	100.00	1,044 EUR	-804
S&P 500	10 min	n/a	2	100.00	842 EUR	-344
S&P 500	15 min	n/a	2	100.00	581 EUR	-522
Gold	4 hours	n/a	3	100.00	242 EUR	-66.20
Nasdaq 100	30 min	n/a	1	100.00	205 EUR	-161
Gold	10 min	n/a	1	100.00	186 EUR	-110
Gold	15 min	n/a	1	100.00	139 EUR	-79.30
S&P 500	Daily	n/a	3	100.00	128 EUR	-32.60
Gold	1 hour	n/a	2	100.00	128 EUR	-26.70

Charts

Results by run

Top 10 of 48 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Post Rally Drop Reversion
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE myMin = 0
ONCE myTarget = 0

20 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 12 trades, which is a small sample to judge it on.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Post Rally Drop Reversion in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 48 market and timeframe combinations. The best run by trade count was Silver, 1 hour, with 12 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,537 USD at the tested position size, against a net result of 585,494 USD.

Does it trade long, short or both?

It only takes long trades.

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 trades

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs