Nice setup! I really like the idea of using the 3-period linear regression slope "hook" — simple but powerful. The red candle filter makes a lot of sense too, catching that momentum exhaustion.
Your exit variations are solid, and the performance stats are pretty impressive for a mean-reversion daily strategy — especially with only 14% market exposure and 3.26% CAGR.
Might try testing this with a RSI-based exit or ATR bands on my side. Thanks for sharing!
Nice setup! I really like the idea of using the 3-period linear regression slope "hook" — simple but powerful. The red candle filter makes a lot of sense too, catching that momentum exhaustion.
Your exit variations are solid, and the performance stats are pretty impressive for a mean-reversion daily strategy — especially with only 14% market exposure and 3.26% CAGR.
Might try testing this with a RSI-based exit or ATR bands on my side. Thanks for sharing!
Thank you! Glad you enjoy it. Let me know if you find anything interesting.
Sure
Same question, how would one calx the linear regression slope
How is linear regression slope being calculated? Where can I get the formula?