CCI Mean-Reversion: Fade Extreme Deviations

This strategy implements a classic Commodity Channel Index mean-reversion technique: it treats a CCI reading below -100 as a statistically extreme deviation from the mean price, worth fading, and closes the position once CCI recovers above +100 rather than targeting a fixed profit level. How it works: - Entry: CCI(20) below -100. - Exit: CCI(20) above +100. - Timeframe: 5 minutes, run across BTC/USDT, ETH/USDT, ADA/USDT, DOGE/USDT, DOT/USDT and LINK/USDT. This is an original implementation built with the platform's visual Strategy Builder for this listing. CCI mean-reversion is a well-known, publicly documented trading technique and no third-party code was used. The pinned backtest is the in-sample half of an 80/20 out-of-sample split covering roughly nine months of historical data -- see the Overview tab and the performance disclaimer for what a simulated, self-selected backtest does and does not tell you before forking.