100 mean-reversion strategies, as a working catalog
Futures, options and crypto — every entry, exit and stop, in a spreadsheet you can filter
A catalog of 100 systematic strategies weighted toward mean reversion, each with its precise entry, exit, stop, parameters and indicators. Eight of them were backtested on real data with costs on — those results are in their own tab, alongside the methodology for running the rest yourself.
A hundred strategies with their actual rules
Not a list of names. Every row carries the precise entry rule, the exit rule, the stop, the key parameters and the indicators it needs — enough to encode one and test it without guessing what the author meant.
The weighting is deliberate: 66 mean reversion, 14 options, 8 pairs, 6 seasonality, 4 trend and 2 volatility. On short horizons, on liquid range-prone instruments, price tends to overshoot and snap back, so mean-reversion systems show high win rates. The trend entries are there as the honest counterweight — low win rate, large winners.
All five tabs
Switch tabs along the bottom, exactly as in the original. Columns can be dragged to resize, or double-clicked on their edge to fit the content, and the text tabs wrap by default so nothing is hidden.
The “Illus. Win %” and behaviour columns are estimates drawn from publicly published backtests of these strategy families — Connors RSI(2), IBS, iron condors and the like. They are not live-traded results, and they are not this catalog’s own measurements. The one tab with real numbers is Verified Backtest, and it covers eight strategies, not a hundred.
Four steps to get from the sheet to a tested system
Test with costs ON from the first run. Commission and slippage kill a large share of high-frequency mean-reversion edges, and a backtest without them will happily show you a system that loses money in production.
Educational material only. Trading futures and options carries substantial risk of loss and is not suitable for every investor. Backtested performance does not guarantee future results.