@gson, Price will trade laterally as defined by the longest overexpanded period's 1.25 standard deviation as long as that period has a mass reading above the 0.7 value. You'll notice as soon as the volatility overhead evaporates and reads below the 0.7 value, price immediately begins to escape the 1.25 standard deviation, voiding the mean reversion condition. If the condition evaporates, you no longer expect mean reversion.
nijisan
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Much appreciation for sharing. Cheers!
NotAthing
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Awesome !
BrittTheIsh
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Hi Dad, just for clarity. Your title says any chart...this strategy works as demonstrated for other crypto assets? I’ve only seen you demonstrate this on BTC.
Would you consider a day trial on your indicators (PM wave and BB meow) to backtest on other markets?
DadShark
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@BrittTheIsh, Unfortunately the book keeping on the indicators don't allow for much in the way of trials. The mean reversions work on crypto, forex, and stocks.