🔁 RSI Mean Reversion · survived on 20 tickers
📏 Keltner Reversion · survived on 18 tickers
🐢 Trend-Follow / Turtle · situational edge
📋 The Validated Playbook For This Regime
🔬 The Evidence — 9,120 Backtests, Six Filters, One Survivor Family
1,218
PASSED SHARPE > 0.5 OOS
524
PASSED ALL SIX FILTERS
478
SURVIVORS (10Y+ ASSETS)
64%
OF SURVIVORS = MEAN REVERSION
How To Build On The Edge (The Layers)
Strategy Edge is decision support, not financial advice. It maps the current regime to the strategy family that survived
the study's validation gauntlet — it does not guarantee outcomes. Always size with the 1% risk rule and define your S.E.T. before entry.