[ Mean Reversion ]
Stochastic Oscillator Mean-Reversion: Fade Extremes
Viewing pinned version v3 · SPOT · 1h · USDT
A mean-reversion strategy using the Stochastic Oscillator: enters when %K falls below 20 (oversold), exits once %K climbs back above 80.
Simulated backtest results on historical data, self-selected by the publisher — no orders were ever placed and no capital was ever at risk. A backtest can overfit to the past no matter what its robustness band says, and past performance does not predict future results. Live trading differs from simulation — slippage, fees, latency, liquidity and exchange outages all apply — and losses can exceed anything shown here. This is not investment advice or a suitability assessment: forking a strategy runs it with your own capital, on your own exchange account.
Forking copies “Stochastic Oscillator Mean-Reversion: Fade Extremes” into your own workspace after a free sign-up. It never runs automatically, and your exchange keys are never touched.
Report this listing →Strategy structure
Indicator types and condition shape only — every threshold and tuned parameter is masked. Fork this strategy to see the real values.
- long:
- entry:
- children:
- left:
- field: k
- indicator: STOCH
- type: INDICATOR
- operator: lt
- right:
- masked: true
- type: CONSTANT
- type: COMPARE
- left:
- type: AND
- children:
- exit:
- children:
- left:
- field: k
- indicator: STOCH
- type: INDICATOR
- operator: gt
- right:
- masked: true
- type: CONSTANT
- type: COMPARE
- left:
- type: AND
- children:
- entry: