Strategies / S40
Money Flow Reversion
Buy the Money Flow Index under 20, sell over 80.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | +170% | +602% | 0.66 | -34.9% | 58.6% | 181 |
| Stocks, 1d | +656% | +28K% | 0.61 | -37.8% | 75.8% | 182 |
| Commodities, 1d | +214% | +1,833% | 0.39 | -41.0% | 59.9% | 327 |
| Indices, 1d | +73.7% | +878% | 0.24 | -51.5% | 75.3% | 77 |
The exact rule
- Go long when MFI(14) is below 20.
- Exit the long when MFI(14) is above 80.
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
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Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
Z-Score ReversionBuy two standard deviations under the mean, sell back at it.Three Down ClosesBuy after three lower closes in a row, hold five bars.Close Near The LowBuy a close in the bottom fifth of the bar, in an uptrend.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.