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Mean reversion

Mean Reversion

Buy the two-sigma stretch, not the falling knife

No price history on record
Read this first

The PBV floor runs on today's screen but not in the backtest. Our fundamentals are a current snapshot with no history, and applying today's valuation to a 2023 bar would be lookahead.

Entry
  1. 01Close is more than two standard deviations below its 20-session average
  2. 02No negative-sentiment article in the last 5 days
  3. 03PBV below 3 (today's screen only, see the label)
  4. 04Median 20-day value traded is above Rp 1 billion
Exit
  1. 01The z-score returns to zero or above
  2. 0215 sessions have passed
  3. 03Position is down 8%
Data this strategy reads
  • Daily OHLCV
  • News sentiment
  • Key ratios
Matches today · unavailable
Not enough data to run this

This strategy cannot be screened until the feeds it needs have data.

  • Daily OHLCVNo rows on record.

The rules above are real and already implemented. The moment the feed lands, this panel becomes a curve with no change to the strategy.

Backtest
Period
Max positions

Cannot runThis strategy needs daily ohlcv, and that feed has no rows. Running it would produce a curve out of nothing, so the button stays off.