Product 1

Overview

An integrated trading strategy that combines adaptive trend-following with mean-reversion, designed to perform across a wide range of market regimes, including trending and range-bound environments.

How it works

Momentum component

Leverages probabilistic moving averages to dynamically adapt to changing market structure. This approach:

• Identifies and captures both directional trends and broad trading ranges
• Operates without reliance on static indicators
• Is particularly effective in intermediate-term momentum environments

Reversal component

Focuses on mean-reversion by identifying price deviations from equilibrium. Key features include:

• A machine learning model that estimates the probability of bullish or bearish conditions based on diverse market features
• Integration of probabilistic signals with classical reversal setups for more precise entry and exit timing
• Use of cross-validation during model development to reduce overfitting and improve generalization
• Deployment of multiple reversal signals to enhance robustness and adaptability across market

Active Period

01-06-2023 — 31-08-2025