GBP/USD Reversal 4h · Wren

Low significance

by 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

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