Appreciate the thoughtful reply — and I completely get what you said about both ends of the volatility spectrum. When reversion setups drift instead of snap, or when high volatility makes entries uncatchable… that’s exactly where my system tries to ...

(binned per thread starter’s request) reversionX: A Rule-Based

I just read through this entire thread and wanted to say — this is one of the few strategies on FF that strikes a balance between structure and simplicity without falling into the trap of over-optimization or fluff. I've mostly traded mean-reverting ...

(binned per thread starter’s request) reversionX: A Rule-Based