Trading Strategies
Four strategies running in parallel. One validated on live capital, three in paper testing.
4H Mean Reversion
VALIDATED4-hour mean reversion on crypto perpetuals. Enters counter-trend when Z-score exceeds threshold, exits on reversion to mean.
Whale Copy
PAPERTracks large wallet movements on Hyperliquid. Mirrors directional bias of consistently profitable whale addresses.
Volatility Spike
PAPERDetects sudden implied vol expansions and positions for mean reversion in realized vol. Captures the vol premium decay.
OI Divergence
PAPERIdentifies divergence between open interest changes and price action. Signals over-leveraged moves likely to reverse.
How It Works
The 4H mean reversion signal, step by step.
Compute Z-Score
Calculate the deviation of current price from the 4-hour rolling mean, normalized by standard deviation. Extreme Z-scores indicate overextension.
Confirm Regime
Check regime model output. Mean reversion only fires in FLAT or TRANSITION regimes. In TRENDING regimes, the signal is suppressed to avoid fighting momentum.
Risk Gate
Pass through Kelly criterion sizing, circuit breaker check, and TP:SL validation. If any layer rejects, the trade is blocked. No overrides.
Execute + Monitor
Place maker order with ATR-based stop loss and take profit. Position monitor activates trailing stop at +0.5% profit, trailing 2% from peak.
Information Coefficient by Asset
Predictive power of the 4H reversal signal varies by asset. Higher IC = stronger edge.