Alphabet Volume-Weighted Trend
TrendFollows price against a 120-period volume-weighted moving average.
Evidence
Full backtest
GOOGL
0.010% fee
0.020% slippage
Total Return (2y 11mo)
+104.47%
Sharpe Ratio
1.09
Max Drawdown
16.17%
Win Rate
31.0%
Profit Factor
2.26
Market replay
Price, trades & P&L
Entries and exits stay aligned with the equity curve for the full run.
Condition Status
Entry1/1 met
price > VWMA357.21 vs 355.66
Exit0/1 met
price < VWMA357.21 vs 355.66
Past performance does not guarantee future results. Hypothetical.