TradeXYZ SPX S&P 500 Mean Reversion backtest

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Data: real Hyperliquid SPX perpetual candles (licensed S&P 500).
1h 30d: +0.26% PnL, 38 trades, 74% win rate
30m 7d: +0.14% PnL, 22 trades, 77% win rate

Strategy: Z-score mean reversion on 20-bar rolling window.
Entry at ±1.5σ, exit at ±0.3σ reversion. 1% capital per trade.

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ramseshk

2026-08-06 07:34:55 +00:00

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backtests/results/historical/spx_reversion_1h_20260806-073445.json

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