Mean Rev Pro Evolved

About Mean Rev Pro Evolved

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

How it works

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.

Signals used

Bollinger Bands, percent-B, RSI, stop loss, take profit, cooldown and max hold optimized per asset.

Risk level

High

Strengths

30-split Monte Carlo validation, automatic parent-default fallback when an asset fails the Sharpe_p5 filter.

Weaknesses

Shadow mode: live results must be monitored. Contrarian strategy remains vulnerable to strong trends and crashes.

Features

• Category: QUANT
• Arena: Arena
• Available assets: BTC, ETH, SOL, BNB, GOLD, SILVER
• 24/7 real-time simulation
• Live Binance data