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strategy lane

Indicator mean reversion

RSI 14 at an extreme with the close outside two Bollinger deviations on the same side snaps back toward the mean.

Status
idle
Open
0
Closed
0
Net paper P&L
$0.00
Gates
3/7
Reviews
0
ta_mean_reversion
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live lane status
status idle armed yes open 0 closed 0 net P&L $0.00 gates 3/7 bot running

Profile

RSI 14 at an extreme with the close outside two Bollinger deviations on the same side snaps back toward the mean.

Family
technical
Source
hourly bars → indicator_signals::evaluate (mean reversion) → decide
Actuation
one paper spot leg against the stretch; short only when shorts are allowed
Registered
yes
Armed by default
yes
Posts orders
no, paper only
Status
idle
Live order eligibility
never

Paper promotion gates on this lane

GateResultMeasuredNeeds
Paper execution remains enabledpassyesyes
Enough closed, priced paper tradesnot yet0minimum 30
Net paper P&L is positive after modeled costsnot yet0greater than 0
Every counted closed paper trade reconciles gross P&L, modeled cost, and net P&Lnot yetclosed marked trades 0 · reconciled trades 0finite positive notional required yes · formula cost amount = notional * cost bps * 1e-4; net pnl = gross pnl - cost amount - margin.carry amount (0 without margin terms) · required coverage 1
Profit factor clears the quality floornot yetgross loss 0 · gross profit 0minimum profit factor 1.1 · no loss sample allowed yes
Drawdown stays inside the peak-equity research budgetpass0denominator peak equity · maximum 0.1
Every terminal trade has a price resultpass00

Cumulative marked P&L

No marked trades on this lane yet.

Recent paper trades

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