Alphabet Fair-Value-Gap Fill
Price patternBuys when price returns into a bullish fair-value gap; exits on a 3% target or 3% stop.
What this strategy does
Alphabet Fair-Value-Gap Fill is a price pattern strategy that trades GOOGL on 1-hour bars. Buys when price returns into a bullish fair-value gap; exits on a 3% target or 3% stop.
How it performed
Backtested on real GOOGL market data from 2023-07-01 to 2026-06-30 (3.0 years), this run returned +280.2%, or +56.1% annualized. It closed 187 trades with a 60% win rate. Risk-adjusted, that is a Sharpe ratio of 2.10, a Sortino ratio of 3.31 and a maximum drawdown of 24.3%.
| Symbol | GOOGL |
|---|---|
| Bar size | 1-hour |
| Strategy type | Price pattern |
| Backtest period | 2023-07-01 → 2026-06-30 |
| Total return | +280.2% |
| Annualized return | +56.1% |
| Sharpe ratio | 2.10 |
| Sortino ratio | 3.31 |
| Max drawdown | 24.3% |
| Win rate | 60% |
| Closed trades | 187 |
Evidence
Full backtest
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Strategy rules & configuration
Past performance does not guarantee future results. Hypothetical.