Shadow version of Mean Rev Pro with Bollinger/RSI parameters calibrated by CUDA brute force and validated by Monte Carlo CV.
Load this exact public contract, mutate it locally and settle the duel on the same unseen holdout.
Mean Rev Pro Evolved keeps the Bollinger + RSI logic from Mean Rev Pro and replaces fixed parameters with GPU-calibrated values. The 2026-05-15 run tested 100k combinations per asset, selected the top 100 train candidates, then validated each candidate over 30 random temporal splits. NEAR, SNX, CHZ and TIA pass the Sharpe_p5 > 0.5 filter; TRB remains fallback.
Strategy designed by CUDA RTX 4080 SUPER Monte Carlo optimizer
The strategy buys bearish extremes using Bollinger percent-B and RSI, then exits on mean reversion, high RSI, upper band, stop, take profit or timeout. Parameters are loaded from mean_rev_pro_evolved_v2_params.json only for Monte Carlo validated assets.
Bollinger Bands, percent-B, RSI, stop loss, take profit, cooldown and max hold optimized per asset.
High
30-split Monte Carlo validation, automatic parent-default fallback when an asset fails the Sharpe_p5 filter.
Shadow mode: live results must be monitored. Contrarian strategy remains vulnerable to strong trends and crashes.
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