Fix Mean Reversion VWAP bug — was never firing

Root cause: VWAP weighted the current price highest so dev≈0 always.
- Use prior 19 prices (exclude current) for mean/std calculation
- Compare current price vs prior mean, normalized by prior std
- Paper trader: was using BTC prices instead of ETH (wrong coin)
- Threshold unified: 1.0σ (was 1.5σ in paper, 1.0σ in live)

Backtests show BTC Mean Reversion: +76.42% PnL, 91% win, 22 trades.

live/node.py

@@ -183,12 +183,14 @@ def compute_signals():
             if eth_cur > sma+1.2*std: STRATEGIES["Momentum Breakout"]["signals"].append({"time":time.time(),"signal":"BUY","strength":(eth_cur-sma-1.2*std)/std})
             elif eth_cur < sma-1.2*std: STRATEGIES["Momentum Breakout"]["signals"].append({"time":time.time(),"signal":"SELL","strength":(sma-1.2*std-eth_cur)/std})
 
-    # Mean Reversion: VWAP on ETH
+    # Mean Reversion: VWAP on ETH (exclude current price from VWAP)
     if len(eth_prices)>=20:
-        w = list(eth_prices)[-20:]; eth_mr = eth_prices[-1]; vols = [1+i/len(w) for i in range(len(w))]
-        vwap = sum(p*v for p,v in zip(w,vols))/sum(vols)
-        vstd = math.sqrt(sum((p-vwap)**2 for p in w)/len(w))
-        dev = (eth_mr-vwap)/vstd if vstd>0 else 0
+        w = list(eth_prices)[-20:]; eth_mr = eth_prices[-1]
+        # VWAP on prior 19 prices, equal volume weights
+        prior = w[:-1]
+        sma = sum(prior)/len(prior)
+        vstd = math.sqrt(sum((p-sma)**2 for p in prior)/len(prior))
+        dev = (eth_mr-sma)/vstd if vstd>0 else 0
         if dev>1.0: STRATEGIES["Mean Reversion"]["signals"].append({"time":time.time(),"signal":"SELL","strength":dev})
         elif dev<-1.0: STRATEGIES["Mean Reversion"]["signals"].append({"time":time.time(),"signal":"BUY","strength":abs(dev)})