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Optimized Mean-Reversion Trading Strategy Tool

Adaptive Mean-Reversion Strategy for Dynamic Markets

Adaptive Mean-Reversion Trading Strategy

This tool backtests a mean-reversion strategy, adjusting moving averages based on volatility to find optimal buy and sell signals.

Dynamic Window Sizes Based on Market Volatility

The tool adapts its moving average window size according to market volatility, allowing you to capture price reversals more accurately.

Optimize and Fine-Tune Strategy Parameters

Customize key settings like base window size, trend window, and signal threshold, and view live results with buy/sell signals and an equity curve.

Key Features

  • Mean-Reversion Strategy: Uses moving averages and volatility to identify potential price reversals.
  • Dynamic Window Sizing: Adjusts moving average windows based on market volatility.
  • Trend Filter: Ensures signals align with the overall market trend to improve accuracy.
  • Grid Search Optimization: Tests different parameter combinations to maximize strategy performance.
  • Live Visualization: Displays buy/sell signals, price trends, and equity curves in dynamic charts.
Optimized Mean-Reversion Trading Strategy Tool Demo 2 AVIF
Optimized Mean-Reversion Trading Strategy Tool Demo 1 AVIF

70,000+ Assets

Driving Analytics for Retail Investors

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Monthly

$8/month

Annual

$75/Year

Free

Free