Strategy family

Mean Reversion

A price, spread, or normalized deviation may return toward an anchor, provided the anchor still represents the state being traded.

Guides

Build the idea in a useful order.

Begin with the family-level behavior, then move into the implementation choices that materially change the test.

A displacement is only meaningful relative to an anchor, a horizon, and a reason the anchor should remain valid.

Build a VWAP reversion experiment by separating the reference price, the entry distance, and the exit that actually closes risk.

Trade a relationship only after defining the spread, testing its stability, and deciding when the pair has stopped being a pair.

Turn a broken support base into a causal rebound experiment before adding layers, leverage, or hindsight.

Make a post-selloff rebound testable without confusing a later failure with information available at the time.