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Short-Term Reversal Strategy Wiki

This wiki is the structured documentation layer for the Short-Term-Reversal-Strategy repository.

The project studies a short-term reversal call-buying setup built around large intraday drawdowns, historical recovery probability, staged optimization, and live paper monitoring.

Current Official Setup

• Universe: qqq_plus_leverage_etfs = qqq_only_filtered + SOXL + UPRO
• Lookback window: 60d
• Dynamic trade gate: matched_signals >= 10
• Minimum current drop: > 0.5%
• Trade framing: near-ATM calls, roughly 30 DTE in backtests
• Exit ladder: +10% / +15% / -10%

Read This First

• Strategy Overview
• Optimization Path
• Live Paper Test
• Research Guardrails
• Regime Filter Research

Repository Links

• Main repository
• README
• Current notebook: Reversal3.1.ipynb

Featured Results

• Official featured backtest: +1709.09% total return, -44.30% max drawdown, 63.33% win rate, 4.28 Sharpe
• Featured backtest window: 2025-03-31 to 2026-03-31
• The project also maintains a GitHub-published live paper dashboard with scheduled no-lookahead scans.

Notes

• This wiki is intended to make the project easier to navigate for first-time readers.
• For full code, result files, and plots, use the main repository.