SRA MR

This automated system uses a quantitative mean reversion approach based on identifying market value areas derived from the previous session’s volume. The strategy activates when price moves away from this area and then returns with quality, aiming to capture moves back toward fair value. Entries are filtered using intraday criteria such as penetration and timing, helping avoid late entries or exhausted moves. Risk management is structured with fixed risk per trade, dynamic position sizing, and mandatory end-of-day position closure. Exits are primarily managed through a trailing stop, allowing the system to capture larger moves, while the take profit serves only as a maximum cap. The system operates with a relatively low win rate but strong positive asymmetry, relying on a small number of high-quality trades to drive overall performance. It is designed for investors who understand quantitative strategies and are comfortable with short-term fluctuations in pursuit of long-term statistical consistency.