VWAP Reclaim Reversal - lifted OCC (insanely high ROI) Strategy on SPY 5m, published to the Agenticks Community and free to open. A VWAP-based reversal strategy on session VWAP: long entries trigger when price reclaims (crosses above) session VWAP, and short entries trigger when price loses (crosses below) session VWAP, with structure-based stops and a signal-based exit on the opposite VWAP cross. This spec reuses the identical entry, exit, sizing and frequency rules described previously, extended to a full 12-month backtest window. What this run recorded Type: StrategyInstrument: SPYTimeframe: 5mTested period: May 2016 to Nov 2020Net return: +33.8%Max drawdown: 46.8%Trades: 2,296 These are backtested results on historical data, not realized trading performance. A backtest does not predict future results. Tags5mspystrategy Open it Browse every published build Build and backtest your own strategy in AlgoAgent