ONEUSDT Long Mean-Reversion Strategy with ATR Trailing Exit

Summary

This long-only strategy for ONEUSDT seeks rebounds after a sharp decline. Its entry rule combines a bounded prior move, a non-positive change over the latest two bars, and a decline of at least five percent over a two-bar segment. It sizes positions as account size divided by price, then manages open trades with a trailing stop set eleven times the 14-period ATR below the close. A separate signal exit triggers when the close rises above the previous high and a prior open is no greater than an older close.

The document reports a backtest from June 2019 through December 2025, with positive net profit and a high win rate, but also a maximum drawdown above fifty percent and a low Sharpe ratio. These are publisher-provided results for one asset and timeframe, not independent validation; fees, slippage, and robustness across market regimes are not established. The source's position sizing uses a fixed account-size constant, while its displayed description refers to account equity, and the entry conditions combine overlapping comparisons of the same historical price segment. Those implementation details warrant scrutiny before interpreting the reported results.

Key ideas

• The strategy enters long after a specified decline when recent price movement is no longer positive.
• Position quantity is calculated from a fixed account-size value divided by the current close.
• An ATR-based trailing stop and a separate price-action condition manage exits.
• The reported backtest shows substantial drawdown alongside positive returns, but lacks independent validation.
• Sizing and entry-rule details in the source should be checked against the written description.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.