Mean Reversion Screener

Mean Reversion Desk

The stack combines Bollinger stretch, Ornstein-Uhlenbeck equilibrium drift, RSI exhaustion, ATR dislocation, range percentile, and Hurst regime filtering to surface tradable reversion candidates instead of simple oversold lists.

Universe: F&O

Both Sides

TF: 1D

30 Sessions

126 History

Min Score 45

Sort: Setup Score

DESC

200

Qualified Names

As of -

Long Reversion

Oversold stretch candidates with supportive regime filters.

Short Fade

Overbought premium setups vulnerable to compression.

Elite Stack

Fast/balanced reverters: 0 names.

Opportunity Map

Map is synced to the current table page. Upper-left and lower-right clusters mark cleaner extreme stretches.

Algorithm Breadth

Institutional Reversion Table

Read left to right: bias, stretch, regime fitness, fair value edge, then trade plan.

0 candidates | Avg score - | Avg half-life -d

Long Reversion Read

Prefer negative OU Z, negative Bollinger Z, RSI under 35, and Hurst below 0.5. The cleaner setups usually show a fair-value edge back toward mean without trend slope running away.

Short Fade Read

Short fades work best when price trades above its short-term fair value while Hurst still points to a rotational regime. If trend slope and volume both surge, treat the signal with caution.

Desk Workflow

Start with score and regime label, confirm that the fair-value edge and target sit on the correct side, then use the sparkline and TradingView handoff to check whether the move is exhaustion or true trend expansion.

This screener ranks statistical reversion quality. It does not replace event awareness, liquidity checks, or execution discipline.