Price & Market BehaviorCore researchlive in production

Range Regime Meanrev

Updated dailyData needs: lowlong only

In plain terms

Buys oversold dips and sells overbought pops, but only when the stock is in a sideways / range-bound phase (low ADX).

How it works

Buys oversold dips (RSI ≤ 25-30) only when the price is in a sideways / range-bound phase (ADX ≤ 20-25). The ADX gate is the regime filter: mean reversion works in chop, not in trend. Hold for ~5 bars after entry to give the bounce room to develop. Classical Bollinger/Wilder mean-reversion with the missing regime guard.

Live results

203 times picked on its own · 378 times inside a blend (325 beat the stock) · updated 2026-06-06
This strategy is a frequent ingredient in blends that combine a few strategies on one stock. It has contributed to 378 such blended picks (325 of which beat simply holding the stock). Picking it on its own is only one of the ways it shows up.
How its picks scored vs. buy & hold
Each pick is graded on a recent year it was never tuned on, against simply owning the same stock
Where its edge concentrates
Share of picks in each company-size group that beat buy & hold
How often it trades
Active vs. patient. Bars on the left mean it waits for rare setups; bars on the right mean it trades often
Return vs. buy & hold
How much each pick beat or trailed simply owning the stock over the test year (extreme microcap moves trimmed)
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Data dependencies

  • Daily prices

    Adjusted-close OHLCV for every US-listed ticker; primary price feed.

Expected edge

Mean-reversion alpha is regime-dependent — gating on low ADX salvages the strategy from getting steamrolled in trends (Connors-Alvarez 2009).

Explore Range Regime Meanrev on alphactor.ai

See which tickers this family is currently firing on, with live signals and rankings.

For informational and educational purposes only. Not financial advice. Learn more