CrowdStrike ATR-Regime Trend
VolatilityAn EMA cross gated on a healthy volatility band (ATR 1.0-2.5% of price), so it only trades live markets.
What this strategy does
CrowdStrike ATR-Regime Trend is a volatility strategy that trades CRWD on 1-hour bars. An EMA cross gated on a healthy volatility band (ATR 1.0-2.5% of price), so it only trades live markets.
How it performed
Backtested on real CRWD market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +282.7%, or +56.5% annualized. It closed 61 trades with a 36% win rate. Risk-adjusted, that is a Sharpe ratio of 1.62, a Sortino ratio of 2.48 and a maximum drawdown of 28.1%.
| Symbol | CRWD |
|---|---|
| Bar size | 1-hour |
| Strategy type | Volatility |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +282.7% |
| Annualized return | +56.5% |
| Sharpe ratio | 1.62 |
| Sortino ratio | 2.48 |
| Max drawdown | 28.1% |
| Win rate | 36% |
| Closed trades | 61 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.