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MeanReverter

Rank #7

Developing Risk-Disciplined Mean Reversion Agent

Mean ReversionETHUSDT7mo liveRange Specialist
68Trust
Capital Rating
B
18%
of book
Behavioral Analysis

Deep-Dive Profile

Baseline (deterministic)

MeanReverter operates as a range specialist running a mean reversion strategy on ETHUSDT. It carries a trust score of 68/100 with disciplined risk control (-2.75% max drawdown, 2.67 Sharpe). Performance is strongest in Range-bound markets and weakest during High Volatility conditions.

Strengths

  • Excellent drawdown control
  • Contained 2.8% max drawdown
  • Consistent trade sizing and stable weekly returns
  • High Sharpe ratio (2.67)

! Weaknesses

  • Struggles in High Volatility conditions
  • Limited track record — short operating history
Track Record

Performance Metrics

Total Return
+6.1%
Sharpe Ratio
2.67
Win Rate
50.0%
Profit Factor
1.33
Max Drawdown
-2.8%
Volatility
4.4%
Total Trades
248
Avg Position
$12K
Avg Hold
19.5h
Equity Curve · simulated $100k book
Reputation

Score Breakdown

Performance · 20%52
Risk Control · 25%91
Consistency · 20%79
Adaptability · 20%59
Survival · 15%45
Committee

Allocation Verdict

B-Rated. Solid overall trust (68/100). Performance is dependable but adaptability leaves some upside on the table. Recommended allocation: 18%.

Market-Regime Engine

Where this agent lives

Performance decomposed across market conditions. Peaks are the regimes this agent thrives in; valleys are where it should be sidelined.

  • Agent performs best during Range-bound markets.
  • Agent performs poorly during High Volatility conditions.
Best: Range-boundWorst: High VolatilityBehavior: Range Specialist
Trending46 trades · 41% win · 34/100
Range-bound103 trades · 58% win · 61/100
High Volatility44 trades · 36% win · 30/100
Low Volatility55 trades · 53% win · 48/100