Mean Reversion Index (BTC, Arena version) with preregistered test
Mean of four expanding percentile ranks of price-to-mean ratios (Mayer multiple = close ÷ 200-day SMA, close ÷ 1,400-day SMA, BRK MVRV, close ÷ BRK short-term-holder realized price), each ranked only against its own history up to that day and counted from 1,460 values on; a day with a missing rank has no index. Includes every upward crossing of 30 with returns 90/180/365 days later and the preregistered study of that reading (finding, n, corrected p per horizon). Declared own version, not a reproduction of any published index. BTC only. MCP: arena_get_mean_reversion_index. Descriptive, not a signal.
Request
- Base URL: https://tradingstrategies.work
- URL: https://tradingstrategies.work/api/v1/mean-reversion-index
- Auth: HTTP bearer
Query parameters
Also return the daily index and ranks for the last N days.
Response
Container: mean_reversion_index (value, ranks, raw, rank_n_min, index_from), crossings_up_30[], study, optional daily[], definition, note, provenance.
Changes
No recorded changes to this operation across all 1 revision of this API.