BNB Weekly Range Mean Reversion

Hypothesis

A mean-reversion strategy on BNBUSDT futures using 4-hour bars. Identifies when price has extended beyond a statistically significant distance from its 20-period simple moving average on the 4h chart, then fades the move expecting reversion to the mean. BNB is selected because it has structural mean-reverting properties: Binance periodically burns BNB (creating a floor), it has deep liquidity, and its price often oscillates around exchange-activity-driven fair value rather than trending as aggressively as BTC or SOL. Uses only 2 indicators (SMA distance and RSI confirmation) with 3 parameters. The strategy avoids the failed funding rate approach entirely — purely price-action driven with no supplementary data dependencies, ensuring clean verification through synthetic scenarios.