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Mean reversion

Fading overextended moves back toward a statistical anchor.

Mean-reversion strategies bet that stretched prices snap back toward a reference level. We validate VWAP and band-based fades, short-term reversal baskets, and Ornstein–Uhlenbeck spread models with regime and liquidity filters to avoid trend traps.

  • Futures
  • US equities
Validate an idea like these

20 example backtests

  1. 01

    Intraday VWAP z-score reversion on ES

    Sample reportComing soon
  2. 02

    Overnight gap reversion on S&P 500 stocks

    Sample reportComing soon
  3. 03

    RSI(2) oversold bounce on liquid US equities

    Sample reportComing soon
  4. 04

    Bollinger-band fade on index futures

    Sample reportComing soon
  5. 05

    Opening-drive fade after extended pre-market move

    Sample reportComing soon
  6. 06

    Close-to-open mean reversion on NQ

    Sample reportComing soon
  7. 07

    Short-term reversal of 5-day losers (equity cross-section)

    Sample reportComing soon
  8. 08

    ATR-band reversion on CL crude intraday

    Sample reportComing soon
  9. 09

    Pair-relative reversion within sector ETFs

    Sample reportComing soon
  10. 10

    Z-score reversion of ES around the daily VWAP anchor

    Sample reportComing soon
  11. 11

    Mean reversion after 3-sigma intraday spikes

    Sample reportComing soon
  12. 12

    Lunch-hour fade in index futures

    Sample reportComing soon
  13. 13

    Reversion of overstretched moves into key moving averages

    Sample reportComing soon
  14. 14

    Statistical reversion of GC around the 20-day mean

    Sample reportComing soon
  15. 15

    First-hour high/low fade on Russell futures

    Sample reportComing soon
  16. 16

    Reversion conditioned on low-volatility regime

    Sample reportComing soon
  17. 17

    Range-bound day detector with fade entries

    Sample reportComing soon
  18. 18

    Reversion of treasury futures after auction spikes

    Sample reportComing soon
  19. 19

    Equity short-term reversal with liquidity filter

    Sample reportComing soon
  20. 20

    Half-life-tuned Ornstein–Uhlenbeck reversion on a spread

    Sample reportComing soon

Have a mean reversion idea of your own?

Send us the rules in plain English. We confirm scope and feasibility, then validate it on the same institutional infrastructure.

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