@example Backtested the mean-reversion v3 on Q1 NQ data — 61% win rate across 248 sessions. Live-paper-trading it on a sub-account starting Monday. Code, equity curve, and trade log all below.
Results
+248 trades · 61% win · +$3,840 equity
What didn’t work
v2's volatility filter was over-fit to December — gutted it. Cleaner version is fewer lines and beats v2 by 4 points.
Next steps
Run paper-trading for 2 weeks, then deploy $500 of real capital on the same setup.