Volume indicator

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

Order-Flow Reversion is an order-flow / liquidity model in our volume family — it reads signed volume to judge whether buyers or sellers are actually being absorbed. We publish where it holds up and where it fails, with the out-of-sample numbers; the exact settings we tested stay in the engine.

Tested and published by IndicatorEdge · backtest grid generated 2026-06-25 · base rates recomputed 2026-07-31 · how we test

3 of 853

assets where it was the #1 edge

on the other 850, a different indicator did better

0.24

average Sharpe across all tests

median across all 382 indicators is 0.25 — this one ranks above 156 of them

Volume

indicator family

Base rate

How often Order-Flow Reversion beat buy-and-hold

365 of 1,545 out-of-sample tests beat simply buying and holding the same asset — 23.6%. On the other 1,180 it did not. That is above the 20.1% rate across all 382 indicators we test (one pooled rate over all 660,005 tests we have run, not a mean of the per-indicator rates).

Each test is one asset on one timeframe: 1,545 of them, drawn from 853 assets across up to 4 timeframes. Not every asset has usable history on every timeframe, so that total is the grid we could actually run — it is not 853 × 4, and we do not pad it with tests we did not do. "Beat" means a higher return than holding that same asset over that same window. Measured out-of-sample — on data the setup was not chosen on.

Picking the single best timeframe for each asset after the fact raises it to 33.1% (282/853 assets). That number is the one worth distrusting: choosing the timeframe once you already know the answer is how backtests flatter themselves. Every indicator, ranked by this number

What's on this page — and what isn't

We publish the verdict: the indicator's name, the assets and timeframes it holds up on, and the honest numbers for both its wins and its failures. We do not publish the recipe — the settings, lengths and thresholds we tested. That is the part worth paying for, and republishing it would just add one more free indicator to a market that already has thousands. Everything you need to judge whether Order-Flow Reversion is worth your attention is below; everything you'd need to clone it is not.

Best fits

Assets where Order-Flow Reversion won

Pyth +80.3%-51% drawdown · 17 trades · 3.8y Datadog (DDOG) +5.7%-33% drawdown · 29 trades · 6.7y Uber (UBER) +13.8%-27% drawdown · 31 trades · 7.1y

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

How often Order-Flow Reversion beat buy-and-hold

Assets where Order-Flow Reversion won

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