Mean reversion strategy designed specifically for prop firm evaluations. Bollinger Band extremes + HMA momentum confirmation. Built-in daily limits protect your account.
Markets don't move in straight lines. When price stretches too far from its mean, it tends to snap back. Volatility Scalper exploits this behavior by entering when price hits Bollinger Band extremes.
But touching a band isn't enough. The HMA (Hull Moving Average) must confirm momentum is shifting. This dual-confirmation prevents catching falling knives and fading strong trends.
The result: high R:R trades with controlled risk, perfect for prop firm rules that penalize drawdown.
Calibrated Bollinger Bands identify statistical price extremes worth fading
Hull Moving Average confirms momentum shift before entry triggers
Configurable max loss, profit targets, and trade count protect your evaluation
Automatically moves stop to protect profits once trade moves in your favor
Every feature was built with prop firm rules in mind. No blown accounts. No rule violations. Just steady growth.
Configurable max daily loss stops trading before you hit firm limits. Set it to match your account rules.
Daily profit target stops trading when you're ahead. Bank the wins, come back tomorrow.
Configurable max trades per day prevents overtrading. Quality over quantity keeps your win rate high.
1 NQ contract · Real tick data · Commissions included
| Metric | Value |
|---|---|
| Total Trades | 854 |
| Winning Trades | 364 |
| Losing Trades | 490 |
| Average Trade | $53.02 |
| Average Win | $322.42 |
| Average Loss | -$147.10 |
| Recovery Factor | 7.44x |
| Test Period | Jan 2023 - Jan 2026 |
3 years of data capturing both quiet and explosive market conditions.
Ranging conditions with occasional spikes. The ATR-based system adapted position sizing and targets to match conditions.
More frequent expansion events as markets climbed. Volatility Scalper captured these moves with quick entries and exits.
Best year yet. High volatility environment played perfectly into the system's strength — 50%+ win rate with improved parameters.
Win rate improved to 50%+ with refined parameters and consistent monthly profits.
Lifetime access to the mean reversion system
One-time payment • Lifetime access
Risk Disclaimer: Futures trading involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. The performance data shown is from backtesting and forward testing (simulated live trading), which has inherent limitations. Actual trading results may differ significantly. Only trade with capital you can afford to lose. NOI Quant Systems provides software tools only and does not provide investment advice.