Showing 1–9 of 9 matching strategies
Evidence: ModerateBeginner
RSI(2) Extremes
the short-period oscillatorA two-period RSI is deliberately jumpy. It is not there to describe a trend — it is there to register, in one number, that the last two bars have been one-sided. Below 5 means almost everything recently has been selling.
H1 primary · D1 for the trend filterMean reversion · Oscillator
Evidence: ModerateBeginner
Bollinger Band Fade
two standard deviationsBollinger bands put a number on how unusual the current price is, in units of its own recent volatility. A close outside the lower band means price is further from its twenty-period average than it has been about ninety-five percent of the time.
M15 primary · H1 for the range checkMean reversion · Volatility band
Evidence: ModerateProfessional
Z-Score Reversion
the distance, stated plainlyEvery band on this page is a z-score wearing a costume. This page takes the costume off: z = (price − mean) ÷ standard deviation, computed over a fixed lookback, and the rule is a number rather than a line on a chart.
H1 primary · any, since the measure is scale-freeMean reversion · Statistical
Evidence: ModerateIntermediate
Keltner Channel Fade
bands built from range, not deviationA Keltner channel measures the same distance as a Bollinger band but with a different ruler: average true range instead of standard deviation. Range reacts to gaps and spikes differently from deviation, so the two bands disagree exactly when it matters most.
M15 primary · H1 for contextMean reversion · Volatility band
Evidence: ModerateBeginner
CCI Extremes
deviation from the typical priceThe Commodity Channel Index measures how far the typical price — the average of high, low and close — sits from its own moving average, scaled by mean deviation. Unlike RSI it is unbounded: it can read −400, and sometimes does.
H1 primary · H4 for the trend filterMean reversion · Oscillator
Evidence: WeakBeginner
Williams %R Reversion
position in the range, unsmoothedWilliams %R answers one question and nothing else: where did this bar close inside the high-low range of the last N bars? At −100 it closed at the very bottom of it; at 0, at the very top.
H1 primary · H4 for contextMean reversion · Oscillator
Evidence: WeakBeginner
Stochastic Reversion
the same reading, smoothed twiceThe stochastic asks the same question as Williams %R — where in the recent range did this bar close — and then smooths the answer twice. %K is the raw reading; %D is %K averaged again.
H1 primary · H4 for the trend filterMean reversion · Oscillator
Evidence: ModerateIntermediate
Donchian Channel Fade
no average at allA Donchian channel is the highest high and the lowest low of the last N bars. There is no averaging, no deviation, no smoothing — it is the most mechanical measure in this book, and the hardest to argue with about what it says.
H1 primary · D1 for the regime checkMean reversion · Channel
Evidence: WeakBeginner
Moving Average Envelope
a fixed percentage, on purposeAn envelope is a moving average with a fixed percentage band around it — not a standard deviation, not an ATR multiple. A half-percent envelope is half a percent whatever volatility is doing.
H1 primary · H4 for contextMean reversion · Envelope