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All hypotheses

Hypotheses

XRP Intraday Range-Reversion, Long-Short with SYMMETRIC Reward/Risk (Single-Instrument XRPUSDT.BINANCE, 15m Bars, Fade Moderate Z-Deviations from Rolling Mean ONLY in Non-Trending Regimes, Balanced Mean-Target Exit vs Equal Z-Stop, Pure OHLCV, 3-Parameter)

A LONG-SHORT intraday mean-reversion on XRPUSDT.BINANCE (USD-M perp, 15m bars) that deliberately breaks the ONE flaw that killed every recent single-name reversion in this factory (LINK Keltner, ADA RSI2, DOGE VWAP,…

Hypothesis

A LONG-SHORT intraday mean-reversion on XRPUSDT.BINANCE (USD-M perp, 15m bars) that deliberately breaks the ONE flaw that killed every recent single-name reversion in this factory (LINK Keltner, ADA RSI2, DOGE VWAP, SOL OI-flush all died with the SAME signature: exit_z≈0.3 tiny take-profit + 2.5-ATR wide stop → avg_loss ≈ 2-2.4x avg_win → 60%+ win rate still nets negative). Here the reward/risk is SYMMETRIC BY CONSTRUCTION: the take-profit is a full reversion to the mean (capturing the entire entry deviation) and……Show moreShow less

A LONG-SHORT intraday mean-reversion on XRPUSDT.BINANCE (USD-M perp, 15m bars) that deliberately breaks the ONE flaw that killed every recent single-name reversion in this factory (LINK Keltner, ADA RSI2, DOGE VWAP, SOL OI-flush all died with the SAME signature: exit_z≈0.3 tiny take-profit + 2.5-ATR wide stop → avg_loss ≈ 2-2.4x avg_win → 60%+ win rate still nets negative). Here the reward/risk is SYMMETRIC BY CONSTRUCTION: the take-profit is a full reversion to the mean (capturing the entire entry deviation) and the stop is an EQUAL z-extension beyond entry, so avg_win ≈ avg_loss and profitability comes purely from reversion win-rate > 50% — the opposite of the inverted-RR trap. It also copies what the ONE surviving reversion (SOL VWAP 15m) did right: fade MODERATE (not extreme) deviations, fire frequently, stay low-parameter, and it adds the trend-regime gate the losers lacked (fading is DISABLED in strong trends — the LINK/ADA deaths came from fighting directional drift). It fills the under-represented SHORT horizon (8.7% vs >=10%) and long_short direction, uses only pure OHLCV (best-surviving data class), and guards a single position (flat-check before entry) to avoid the DOGE pyramiding-liquidation bug. Not a carry (the portfolio's pending set is carry-heavy), not a pairs cointegration bet (SOL-AVAX just died -82%), not options/liquidations.

Backtest and paper results are hypothetical. Trading involves risk of loss.