ULTRON Mean Revert [Fade] — Strategy by dhawal.chheda
By dhawal.chheda
Performance Metrics
- Author: dhawal.chheda
- Symbol: AMEX:SPY
- Timeframe: 5 minutes
- Win Rate: 6.8%
- Profit Factor: 0.027
Description
> Intraday fade strategy: longs/shorts VWAP-sigma + Bollinger extremes, only inside a low-ADX, low-ATR chop regime.## What it doesThis overlay strategy fades stretched intraday moves back toward fair value. On each bar it scores five mean-reversion confirmations — a Bollinger Band touch, a VWAP z-score beyond a sigma threshold, an RSI extreme, a reversal candle, and a lunch-session flag — and enters long or short only when at least 3 of 5 line up. Entries are gated by a chop regime filter (AD> Intraday fade strategy: longs/shorts VWAP-sigma + Bollinger extremes, only inside a low-ADX, low-ATR chop regime.## What it doesThis overlay strategy fades stretched intraday moves back toward fair value. On each bar it scores five mean-reversion confirmations — a Bollinger Band touch, a VWAP z-score beyond a sigma threshold, an RSI extreme, a reversal candle, and a lunch-session flag — and enters long or short only when at least 3 of 5 line up. Entries are gated by a chop regime filter (AD