Reversal & mean-reversion
Pairs mean-reversion
DisconfirmedThe question
Do short-term price reversals and mean-reversion patterns produce a tradeable, cost-surviving edge after realistic frictions?
How it was tested
This is a live observability instrument rather than a pre-registered forward-edge hypothesis: it measures and reports a market condition for operator decision-support. It never auto-trades. Where a forward-edge claim exists, it is pre-registered separately and appears in the log with its own hash.
The outcome
DISCONFIRMED 4/4 (2026-05-06)
The backfill ran and the hypothesis failed its pre-registered bar. It is recorded and retired — not re-tested without a fresh, separately-registered hypothesis.
Pre-registration record
- Registered
- —
- Pre-registered
- n/a (live instrument)
- SHA-256 hash
- —
The hash and timestamp are a contemporaneous, immutable record that the hypothesis and its success criteria were fixed before testing — not chosen with hindsight.