ES London VWAP 3-Sigma Reversion Backtest on ES 1m, published to the Agenticks Community and free to open. Scalps ES on the 1 minute chart, buying when price trades 3 standard deviations below the session VWAP band during the London session, exiting when price returns to VWAP or a tight 2 tick stop is hit. Entries are further restricted to the first Friday of each month. What this run recorded Type: BacktestInstrument: ESTimeframe: 1mTested period: Oct 2025 to Aug 2026Net return: -32.8%Max drawdown: 54.4%Trades: 100 These are backtested results on historical data, not realized trading performance. A backtest does not predict future results. Tags1meslondon-sessionmean-reversionvwap Open it Browse every published build Build and backtest your own strategy in AlgoAgent