Alphabet Volume-Weighted Trend
TrendFollows price against a 120-period volume-weighted moving average.
What this strategy does
Alphabet Volume-Weighted Trend is a trend strategy that trades GOOGL on 1-hour bars. Follows price against a 120-period volume-weighted moving average.
How it performed
Backtested on real GOOGL market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +100.2%, or +26.1% annualized. It closed 86 trades with a 31% win rate. Risk-adjusted, that is a Sharpe ratio of 1.05, a Sortino ratio of 1.63 and a maximum drawdown of 15.7%.
| Symbol | GOOGL |
|---|---|
| Bar size | 1-hour |
| Strategy type | Trend |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +100.2% |
| Annualized return | +26.1% |
| Sharpe ratio | 1.05 |
| Sortino ratio | 1.63 |
| Max drawdown | 15.7% |
| Win rate | 31% |
| Closed trades | 86 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.