Research Vault · QTL-002
Demonstration Content
QTL-002
Mean Reversion FX
IncludedA statistical mean reversion approach targeting overextended intraday moves in major FX pairs.
Equity Curve — Apr 2019 – Apr 2025
Research Scorecard
- CAGR
- 19.2%
- Sharpe
- 1.54
- Sortino
- 2.31
- Max DD
- 6.9%
- Profit Factor
- 1.48
- Win Rate
- 62%
- Trades
- 2,104