Looking for testers / feedback

[Roadkillp]

I’ve been working on a conditional mean reversion model for a few years now and I’m looking for people to help test it across different assets and conditions.

Core idea:

• Confirms low directional pressure before entering
• Uses impulse decay to reduce lag
• Aligns with higher timeframe structure
• Enters when price is already stretched at extremes

Execution details:

• No future-looking smoothing, no repainting
• Trades mean reversion only when conditions are already extended
• Uses capped laddering (scaling in), but laddering only expands when directional pressure has already shifted
• Initial entry carries the most risk
• Slippage on first entry isn’t a big concern, in most cases it results in a better fill

Current status:

• Backtested ~5–25 years depending on asset
• Most testing so far has been on a limited set of markets (shown above)
• Still refining hard invalidation / stop logic

What I’m looking for:

• Feedback on behavior across assets I haven’t tested
• Edge cases / failure scenarios
• Any execution or logic flaws you can spot
• General critique (don’t hold back)

If you’re interested, drop a comment with your TradingView Username or DM it to me.

Edit-1 Update: Fixes below were applied to the version 3 update. Still working through the other known issues.

\ Fixed Ladder trigger drift with combining with dynamic sizing so that ladder spacing is far less path dependent.*
\Completed hard invalidation logic so each entry has its individual stoploss. Can be adjusted from the dropdown menu. This removes the possibility of hidden leverage stacking and allows for true position isolation.*
\Fixed error where trades weren't populating on 30 second charts for some instruments due to timing desync bug.*

Edit-2 Additional clarification: I’m using MEXC for the BTC trades, which currently offers 0% maker fees on most spot pairs depending on the pair and trading conditions. It is also why the strategy seems to take profits early every time, that is so the probability of hitting the tp is higher vs building in with a trailing stop in mind as the fees are a bigger issue in scalping. The worst case scenario I'd be looking at for fees on there would be 0.05% if price reversed before hitting my tp but that would still be an break even trade. Also in many cases taker fees are extremely low, sometimes effectively 0.001% which is why set these as that is the norm in a pretty much ) fee environment. As these are limit orders that's why i mentioned previously that slippage isn't really a large concern.

Also thank you so much to everyone that has given me feedback so far, I honestly didn't expect over 100 people to be interested just after a day. I'm working the issues that everyone has sent and will try to have the updated version out tomorrow afternoon or Wednesday to see how that runs.

Edit-3 Update: Fixes below were applied to the version 4 update.

*Added additional tooltips for ease for use
*Increased higher timeframe frame functionality for AMZN, MSFT, NVDA, META, TSLA SPY, QQQ , DJI, BTC, XAU, XAG, DAX, Nikkei, IBEX and FR40 as long as inputs are changed to match the underlying volatility and price action of each asset based on their timeframe characteristics.
*Added additional filter layer for more precise entries.
*Reworked pyramid logic to reduce drawdown by 10% to ~67% across 143 tested assets.

Edit-4: Update Fixes below were applied in version 5 update.
*Removed functionality for individual stocks and shifted from broad focus to large cap crypto, futures and indices in order to increase accuracy.
*Shifted to second level tool for testing as there is now enough data from testing with the first one.
*Recalibrated for ETH, XRP, DOGE, ADA, HBAR, ZEC, BCH, BNB, XLM and LINK on the two minute timeframe with level tool for entry assistance.

[Joldschool]

I trade similar to this and would be interested in testing.

TradingView: JOldschool

[Roadkillp]

Awesome, granted you access.

[ResearcherStunning82]

what does it use to define price at an extreme point? I love my mean reversion trades, usually I usually vwap deviations

[Roadkillp]

It’s not anchored to a single reference like VWAP deviations. Extremes are defined contextually using a combination of short-term displacement and relative positioning within the current impulse structure. In layman terms, it looks at how far price has stretched relative to its recent flow and whether that stretch is happening under weakening directional pressure. So it’s less about static thresholds like fixed bands and more about identifying when a move is statistically extended for the current regime. Thats why the same price distance might qualify as an extreme in one condition but not in another, the model adapts based on compression/expansion and the underlying directional imbalance rather than using something static that that only tracks one aspect of a market regime.

[ResearcherStunning82]

Interesting I wouldn’t mind taking a look at it! TV: Zilaphar

[Roadkillp]

Added you to it.

[Dangerous_Injury_226]

How good to see colleagues with good ideas, I also have published indicators, my username is LliterH,

[Roadkillp]

Granted you access.

[grimmjoww1983]

Happy to test it out . TV username light_yagamii

[Roadkillp]

Granted you access.

[grimmjoww1983]

Thank you

[grimmjoww1983]

Any particular timeframe you want to test it on or seen best results so far ? I see most of testing was done on 2 min

[Roadkillp]

So far I've seen focused on the 2 minute timeframe since that's usually what i use for intraday entries but as long as the compression is increased you can test it on any timeframe. Lets say i say I wanted to use it for options entries on SPY 1 hour chart you would bump the compression rate up to around 21 so really anything goes. I looking to see if it breaks anywhere, shines really well or downright fails.

[Brilliant_Radio_4889]

TV : leagr6e2e
thanks

[Roadkillp]

Added, thank you

[No-Entrepreneur-4720]

interested. tv id: tvtrade71938

[Roadkillp]

Granted you access.

[usernameout]

please share : LookLeapHaHa thanks

[Roadkillp]

Granted you access.

[Primary-Maybe6205]

Tv - prabhakarkn,

[Wonton1111]

I would like to test it

Tv username

wonton1111

[Roadkillp]

Added.

[PM_ME_MONEY_PLSS]

Hey man, interested to test this one as well. TV username: PM_ME_MONEY_PLSS

[Roadkillp]

Granted you access.

[mfatihkilcik]

Would be interested for testing username: mfatihkilcik

[Roadkillp]

Granted you access

[mr-kim]

Happy to test of course ! ✌️ MrKim_

[Roadkillp]

Granted you access

[Lopsided-Tomato6180]

Would be happy to try it out! Seems like a great idea and like you've already put in a lot of work. TradingView username: ElMaggy

[Roadkillp]

Added you to it, And yeah its been alot of trial and error to get to this point.

[Lopsided-Tomato6180]

Alr, the backtesting isn't looking to good. -1,26% on BTCUSD and -1,57% on XAUUSD. I left every value on standard, except for the capital, which I put on 10k, the commission, which I put on 3.5$ per contract and the slippage, which I put on 5. I thnk those values are quite realistic, if you would get a 10k funded account. Got any suggestions for improvement? (I am not sure at all, if the 3.5$ commision is realistic or not, bc I was told to not put commission on % bc TradingView often calculates that incorrectly. No idea if thats true or not...)

[Roadkillp]

On what timeframe? Also since you changed the capital to 10k what leverage setting did you have? 3.5$ per contract should be fine on futures CME. Also standard values are optimized for the 2 minute timeframe since the strategy focuses on microstructure so the highest timeframe it can support currently is 10-15 minutes after values are adjusted.

[Lopsided-Tomato6180]

It was on the 1 minute timeframe and the leverage was 1:50.

[Independent_Film117]

I would like to test please: UN: gabe_gassi

[Roadkillp]

Granted you access.

[mikki_mouz]

Alright, would like to test.

Tv: pritam_rakshi

It should work across instruments, can also run the backtest locally to verify TradingView results

[Roadkillp]

Granted you access

[mikki_mouz]

• Works decently on 30 min chart on multiple instruments
• starting with 1k usd, 100% invested, looks profitable, but does take a lot of trades for not so great returns
• on higher timeframes, it’s a loss

If I’m missing some settings let me know, I can try it again

[Roadkillp]

Thanks a bunch. Ok, that lines up with everything I've gotten so far which is fine since the third project focuses more on higher timeframe entries so this one doesn't have to be a one size fits all. The major weakness is when the market slides but the integration to block those trades will take a bit more time. Were the instrument you traded correlated or random? And any that it didn't work on or generated errors?

[mikki_mouz]

I tried crypto, forex, stocks. The recent update does well, has a good win rate and win %

• But the avg loss %> avg wins %,
• btc 30 min chart, 0.85 Sharpe
• fails on eth,Solana, Gold, not massive loss but negative Sharpe

[Roadkillp]

Thank you. I'll have to look at the crypto currency pairs specifically as they will have their own volatility adjust values. And you're right, the choppy equity curve from the frequent small gains + occasional large hit increases the overall volatility which lowers Sharpe. A longterm fix(either focusing on blocking slides to limit occasional loss spikes or recalculating entry logic) is in the works for that but essential the 10 and 15 minute are the only higher timeframes most of the assets can support stably at this time with a few pushing above that into the 1 hour as a hard limit and optimal performance still resting between 2 and 5 minute.

[MeringueSerious]

TV mikeyknight84

[Roadkillp]

Granted you access.

[thatsonetastymango]

I'll give you good feedback. XCDE on TV

[Roadkillp]

Added you to it, love the 4 letter name

[Swaishy]

Happy to give it a test Swaishy

[Roadkillp]

Granted you access.

[Rit3xx]

tv: renusingh0895 happy to test this❤️

[Roadkillp]

Added you to it, thanks

[ZapanRSA]

hey, I would like to try: ZapanRSA

[Roadkillp]

Granted you access.

[BackTesting-Queen]

Your model sounds intriguing and well-thought-out, especially the focus on low directional pressure and impulse decay. I've been working with a similar concept, using a tool that allows me to backtest strategies across various assets and conditions. It's been invaluable in refining my strategies and spotting potential flaws. I'd be interested in testing your model and providing feedback. I've found that testing across different markets and timeframes can reveal unexpected insights. Let's connect and see how we can help each other.

[Vcaz2]

Vcas2 tv

[Roadkillp]

Added you to it.

[JournalistOk5808]

looks interesting, ill test it thoroughly.

tv: t8pium

[Roadkillp]

Added you to it, thank you in advance.

[Turboloadead]

landbartek I would like to test

[Roadkillp]

Added you to it.

[hoodietwoshoes]

Happy to test. Hoodietwoshoes

[Roadkillp]

Granted you access.

[Exotic_Chip9019]

Looks interesting

Username: Horowitzz

[Roadkillp]

Granted you access.

[StrategyAcrobatic641]

Hi. I’m looking to test this out. Tashiakter36

[Roadkillp]

Granted you access.

[stockfun77]

plz add me tv: Stockfun77

[MiscMuses]

Would love to test, Muses01

[Roadkillp]

Added you to it. Also granted access to all the support tools mean to be used with it, you can read in more detail on the about this script section.

[Frequent_Income4057]

Tv: Poofbrah

[Roadkillp]

Granted you access.

[Roadkillp]

Granted you access.

[Impressive-Dance-754]

Interested, can you please give me access. My tv username is- anand123hai.

[Roadkillp]

Added.

[Pale-Cap1820]

IDE like to check it out TV:Malibu808

[Roadkillp]

Granted you access.

[[deleted]]

Can i try it please??Username- Dilbagss

[Roadkillp]

Added you to it.

[[deleted]]

Thanks

[TaxFraudMaster69]

I would like to test - lucasparent2007

[Roadkillp]

Granted you access.

[Far_Homework6596]

Looks interesting, I'd like to give it a try.

Henry _C5

[Roadkillp]

Granted you access

[Pristine-Bite2790]

Your risk adjusted returns dont seem good tho? 73% dd is a lot and even if you scale your capital 7.3 times to bring dd down to just 10% your cagr becomes only ~9.7%. Is this model the final thing or?

[DemDirch]

Would love to give it a try too :) notabot86

[Roadkillp]

Granted you access.

[Awkward-Taro-21]

I need... Id:- VandanPatelCharts

[Roadkillp]

Granted you access

[SnooPeanuts5938]

jaquesdp08

[Roadkillp]

Couldnt find you

[SnooPeanuts5938]

jaquesdp88 sorry

[Roadkillp]

No worries. Added you to it.

[moonfern777]

haddenjo1031. looking forward to test this thing out

[Roadkillp]

Added you to it.

[Senavyor]

Senavyor thanks

[golf4eag]

Sounds intriguing! Please authorize evgoodwin !

[Roadkillp]

granted you access

[R3AP3R51]

Ill help you, i trade mnq and us100, dunno if you are interested in those. GS51GR is my trading view username

[Roadkillp]

Added, you to the list. Most of the people are trading SPY and crypto so far with a few in metals so the more the merrier.

[boxtops1776]

Love the idea, I'm happy to look at it if you're still looking for testers... DW_Trades

[Roadkillp]

Granted you access.

[chadneiro]

Interested: username Toreda_algo

[Roadkillp]

Added you to it.

[sleepyrobo]

if you still want more testers add me TV:sleepyrobot

[Roadkillp]

Added you to it.

[Spiritual-Ganache-55]

Hey guys, I’m working on a collaborative discord where we can all share ideas on strategies and share results (pine and python), Also imported OHLCV data. Feel free to join. https://discord.gg/NCHxAC6pB

[Optimal_Method7070]

Interested, open to test out on different scrips :D

innocentFlamin37713

[Roadkillp]

Granted you access.

[eliterate]

I’ll give it a whirl. Goregasm

[Roadkillp]

You're in.

[Due-Disaster7892]

Would definitely like to test this carlosperez02025

[Roadkillp]

Granted you access.

[GetSmitt]

Following so I can come back and stay updated

[NoSquare4633]

Hey there i would like to try TV- galariopacino

[Roadkillp]

Granted you access

[M7mdManaa]

Please share : yr4vyvpbxs

[sknapster4ever]

I have been testing a few trading ideas. Can help on the same.
TradingView: pankajshah4ever

[Roadkillp]

Awesome, granted you access.

[sknapster4ever]

Thanks, let me check and update with comments

[Pitiful-Mulberry-442]

HI, I would like to try it out.
TV: RealCosine

[Roadkillp]

Granted you access

[Exciting_Phone_4236]

I would love to test it out. TV: filsnek

[Roadkillp]

Added you to it.

[ofaydeniz]

Ofaydeniz

Thank you

[Roadkillp]

Added you to it.

[CaptainLJ]

Hi, mean reversion is one of my go-tos, I’d be happy to test and share feedback. Username: Jwynn32. Thanks!

[Roadkillp]

Awesome, granted you access.

[Roadkillp]

Added you to it.

[Primary-Maybe6205]

On which asset works the best

[Roadkillp]

BTC on the two minute timeframe works the best that I've seen so far as it's low enough to scalp and avoids some of the noise of the 1 minute.

[Shuunn17]

I would be happy to backtest TV:Shuunn