Volume indicator

Order-Flow Reversion: what it's actually best at

Net-liquidity reversion — fades a 2-sigma price stretch only when signed-volume order-flow shows sellers are exhausted (imbalance z-score), exits on the mean. Needs real volume, so it abstains on feeds that don't report it.

assets where it was the #1 edge

0.25

average Sharpe across all tests

Volume

indicator family

Best fits

Assets where Order-Flow Reversion won

Datadog (DDOG) +5.7%Uber (UBER) +13.8%

Explore other indicators

Fibonacci Pivots Fisher Transform Camarilla Pivots Projection Bands Intraday Momentum Index QQE DeMarker Markov Regime Detrended Price Osc.Stochastic Connors RSI-2 MA Envelope FRAMA 10/30 Cross Connors RSI Keltner Mean-Reversion Pivot Points (Standard)Demand Index SMA 20/50 Cross Historical Volatility Regime Zero-Lag MACD WaveTrend (8/6/4)VWAP Bands TEMA 20/50 Cross McGinley 200 Trend Negative Volume Index Ultimate Oscillator SMA 200 Trend TRIMA 200 Trend KAMA 10/30 Cross McGinley 30 Trend Laguerre RSI HMA 9/21 Cross Positive Volume Index Stochastic RSI Williams Fractals McGinley 100 Trend Supertrend (14,4)Twiggs Money Flow DMI Direction Parabolic SAR (fast)Williams %R Money Flow Index DeMarker (14)DEMA 20/50 Cross SMC: Order Block FRAMA 30 Trend Stochastic Fast (5,3)Bollinger Mean-Reversion CCI SMC: Change of Character TRIMA 30 Trend KAMA 200 Trend Volume Flow Indicator ADXR Ehlers Roofing Filter Advance Trend Pressure Relative Volume Spike Volume Oscillator Center of Gravity Fisher Center-of-Gravity STARC Bands ADX Strong Trend J_TPO Stoch RSI (fast)Volume Zone Oscillator Ehlers Cyber Cycle Lorentzian Classification Supertrend Fast (10,2)T3 10/40 Cross Chandelier Exit Gator Oscillator McGinley Dynamic Linear Regression Slope Predictive Ranges Trend Intensity Index DeMarker (21)Holy Grail Confluence Ehlers Reflex CCI (100)Morning Star TRIX (21)Ichimoku TK Cross Zero-Lag LSMA Donchian 10 Break SMA 100 Trend Aroon Chande-Kroll Stop (fast)Bandpass Oscillator Hammer Nadaraya-Watson Envelope Elder-Ray EMA 9/26 Cross SMC: Equal Highs / Lows WMA 20/50 Cross LSMA 30 Trend Ehlers Relative Vigor Parabolic SAR Choppiness Index Range Filter Woodie Pivots DEMA 100 Trend ZLEMA 30 Trend B-Xtrender KDJ Jurik MA (approx.)Vertical Horizontal Filter Williams Alligator Disparity (5)Fractal Adaptive MA TEMA 10/30 Cross Hull MA 100 Trend Instantaneous Trendline FRAMA 100 Trend Trend Regularity Adaptive MA Standard Error Bands EMA 8/21 Cross SMA 10/30 Cross SSL Channel Chaikin Oscillator Supertrend (20,3)TEMA 200 Trend Andean Oscillator KAMA 100 Trend RSI (25)Force Index ROC (30)T3 200 Trend VIDYA 10/30 Cross Vortex EMA 100 Trend SMC: Break of Structure WMA 10/40 Cross Supertrend (7,3)CCI Trend T3 15/60 Cross Know Sure Thing Gann HiLo Activator Williams %R (50)Momentum (50)Donchian 100 Break TRIX (9)EMA 13/48 Cross McGinley 10/30 Cross WMA 100 Trend Hull MA 20/80 Cross SMA 15/60 Cross Stochastic Momentum Index Least Squares MA TRIX (15)Donchian Breakout Ichimoku (fast)Bollinger 10 (x1.5) Break QQE MOD MAMA / FAMA HalfTrend Adaptive Supertrend Elder Impulse ROC (60)Exponential Hull MA Murrey Math Lines Holt Double-Exp MA Balance of Power Hull MA Trend Heikin-Ashi Trend Keltner 10 (x1.5)VuManChu Cipher B Disparity (20)VIDYA Acceleration Bands Hull Suite Trend Magic EMA 10/40 Cross Pascal's Weighted MA Keltner 50 (x2.0)Bullish Engulfing Relative Volatility Index Perfect Trend Line Bollinger 50 (x2.5) Break Coppock (fast)Chande Kroll Stop RSI Mean-Reversion Williams %R (7)Ehlers Decycler Keltner Breakout EMA 20/80 Cross T3 20/80 Cross Williams %R (28)True Strength Index Relative Momentum Index LSMA 10/30 Cross EMA 30 Trend Geometric MA SMC: Fair Value Gap Ease of Movement Cutler's RSI Momentum Swing Index Chande Forecast Osc.Donchian 20 Break WMA 200 Trend T3 30 Trend TEMA 30 Trend SMA 50/200 Cross DEMA 10/30 Cross Even Better Sinewave RSI Trend (>50)Stochastic Slow (21,5)Markov Regime (Confirmed)CCI (50)Price Volume Trend Supertrend (10,3)T3 100 Trend MACD On-Balance Volume LSMA 100 Trend TRIX EMA Cascade Rider SMA 20/80 Cross Ichimoku Cloud Hull MA 15/60 Cross Ehlers SuperSmoother G-Channel Donchian 55/20 DEMA 30 Trend Vegas Tunnel Accelerator Oscillator CCI (200)Three White Soldiers UT Bot (ATR Trailing)Arnaud Legoux MA CCI (14)Waddah Attar Explosion EMA 20/50 Cross Ulcer Index Stochastic (20,5)VWMA vs Price ROC (5)Trend-Gated Asymmetric Coppock Curve Guppy Multiple MA Accumulation/Distribution LSMA 200 Trend EMA 50/200 Cross Bollinger Breakout ADX / DMI Rate of Change EMA-10 Trend Donchian Midline MA Ribbon VWAP Trend Awesome Oscillator Chande Momentum Osc.Percentage Price Osc.Relative Vigor Index Bollinger Squeeze Chaikin Money Flow Kaufman Adaptive MA T3 (Tillson)Zero-Lag EMA Cross Schaff Trend Cycle Random Walk Index Klinger Oscillator Disparity Index Pretty Good Oscillator Smoothed Heikin-Ashi Triangular MA Sine-Weighted MA Q-Stick Bollinger %B Coral Trend Squeeze Momentum Gaussian Channel Ehlers TrendFlex Inverse Fisher RSI Derivative Oscillator Premier Stochastic Accumulation Swing Index Chaikin Volatility MACD-V Impulse MACD Deviation-Scaled MA Correlation Trend Ehlers Stochastic Median MA Triangular Hull MA Smoothed MA (Wilder)Regularized EMA Volume-Weighted EMA Elastic VW MA SMA 5/20 Cross WMA 10/30 Cross ZLEMA 10/30 Cross ALMA 10/30 Cross T3 8/21 Cross Aroon Oscillator Pring's Special K PPO Cross ROC (20)Momentum (20)RSI (7)RSI (21)Ultimate Osc (4,8,16)CMO (21)TSI (13,7)DPO (10)Elder Bull Power Bullish Marubozu Trade Volume Index Net Volume A/D Oscillator Fibonacci Bands Std Error Channel Keltner 20 Break Vortex (7)Heikin-Ashi + EMA EMA 200 Trend SMA 30 Trend WMA 30 Trend Hull MA 30 Trend Hull MA 200 Trend DEMA 200 Trend TEMA 100 Trend KAMA 30 Trend VIDYA 30 Trend VIDYA 100 Trend VIDYA 200 Trend ALMA 30 Trend ALMA 100 Trend ALMA 200 Trend ZLEMA 100 Trend ZLEMA 200 Trend TRIMA 100 Trend FRAMA 200 Trend EMA 15/60 Cross SMA 10/40 Cross WMA 15/60 Cross WMA 20/80 Cross Hull MA 10/40 Cross RSI (9)RSI (30)RSI (50)Williams %R (21)ROC (10)ROC (14)CCI (30)CMO (14)CMO (30)Momentum (10)Momentum (30)Disparity (10)Disparity (50)Disparity (100)Stochastic (10,3)DeMarker (7)Supertrend (7,2)Supertrend (10,2)Bollinger 30 (x2.0) Break Mass Index PMax Random Walk Index HLC Trend MBFX Timing SMC: Liquidity Sweep Cascade Z-Score Liquidity Flow Oscillator

Order-Flow Reversion: what it's actually best at

Assets where Order-Flow Reversion won

Explore other indicators

Get the weekly edge report