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Monthly Weakness
Mean Reversion Short
The Monthly Weakness is a short-side seasonal model that trades only in a falling market. It targets a recurring calendar window each month when stocks tend to soften — but only while the broader market is already in a downtrend. It assumes seasonal weakness bites hardest when the tape is already bearish. It shorts that window and covers within days. It is designed to capture the recurring monthly dip amplified by a down-market.
- Win rate
- —— of — signals
- Avg return
- —per closed trade
- Avg holding
- —entry to exit
- Profit factor
- —wins ÷ losses
- Max drawdown
- 0.0 %peak to trough
- Conversion
- —signals that became trades
- Win rate
- —— of — signals
- Avg return
- —per closed trade
- Avg holding
- —entry to exit
- Profit factor
- —wins ÷ losses
- Max drawdown
- 0.0 %peak to trough
- Conversion
- —signals that became trades
- Win rate
- —— of — signals
- Avg return
- —per closed trade
- Avg holding
- —entry to exit
- Profit factor
- —wins ÷ losses
- Max drawdown
- 0.0 %peak to trough
- Conversion
- —signals that became trades
- Win rate
- 59.9 %— of — signals
- Avg return
- +1.5 %per closed trade
- Avg holding
- 3dentry to exit
- Profit factor
- 1.67wins ÷ losses
- Max drawdown
- -25.2 %peak to trough
- Conversion
- —signals that became trades
Equity curve
Closed trades only. The curve is drawn exactly as delivered — nothing is rescaled or rebased here.
Closed trades, last 90 days
| Symbol | Entry | Exit | Hold | Return |
|---|---|---|---|---|
| No closed trades in the last 90 days. | ||||
Read from the Ordertune strategy registry on 21 October 2026.