GBP/USD Reversal 4h · Wren
Low significanceby qkt Labs (house research)
A mean-reversion GBP/USD strategy on 4-hour bars. Positions are held up to 3 days, behind a fixed protective stop. Every figure below comes from a full tick-data run with spread, commission and swap charged.
- Approach
- Mean reversion · AUDUSD, GBPUSD · H4
- Tested on ticks
- Jan 1, 2020 → Dec 31, 2025
- Publishing checks
- 11 of 11 passed
- Overfitting guard
- 71 variants declared · deflated Sharpe 5%
- In-sample, $100k
- +15.6% · max drawdown 19.2% · 237 trades
- Version
- 2, published Oct 13, 2026 · future versions included
Questions and discussion, open to anyone signed in. Replies from the qkt Labs team are marked. For a rating, see Reviews: only buyers can leave one.
Sign in to comment.
No comments yet.