Optimized Mean-Reversion Trading Strategy Tool

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

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

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.

$8/Year

$75/Year