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[ 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.

Return
-3.6%
Max drawdown
3.9%
Win rate
52.7%
Sharpe
-5.73
Sortino
-6.49
Calmar
-6.22
Profit factor
0.57
Trades
423
Backtest window: 2025-08-28 – 2026-06-08
Moderate overfit risk

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.

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This strategy implements a classic Stochastic Oscillator mean-reversion technique: it treats %K dropping below 20 as an oversold extreme worth fading, and closes the position once %K recovers above 80 rather than targeting a fixed profit level. How it works: - Entry: Stochastic Oscillator %K below 20. - Exit: Stochastic Oscillator %K above 80. - Timeframe: 1 hour, 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. Stochastic Oscillator 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.

Strategy structure

Indicator types and condition shape only — every threshold and tuned parameter is masked. Fork this strategy to see the real values.

STOCH
Entry: 1 condition (all of)
Exit: 1 condition (all of)
  • long:
    • entry:
      • children:
          • left:
            • field: k
            • indicator: STOCH
            • type: INDICATOR
          • operator: lt
          • right:
            • masked: true
            • type: CONSTANT
          • type: COMPARE
      • type: AND
    • exit:
      • children:
          • left:
            • field: k
            • indicator: STOCH
            • type: INDICATOR
          • operator: gt
          • right:
            • masked: true
            • type: CONSTANT
          • type: COMPARE
      • type: AND