OU Reversion — Asia Kill Zone: A LIVE mean-reversion Strategy for NQ+ES
Deeper-extreme fade (≥3σ) in the quiet Asian range. Also proven on BOTH NQ and ES.
Market: NQ+ES Timeframe: 15-min Session: Asia KZ (20:00–24:00 ET)
How it works
The Asian session is typically a tight range — ideal for mean-reversion. We fade a deeper ≥3σ stretch from the 30-bar mean, targeting the snap-back. Lower trade count, very tight drawdown.
- Entry: Price ≥3σ from the 30-bar mean during 20:00–24:00 ET, ADX < 25.
- Exit: Revert to the mean; ATR-based stop.
- Risk: 0.25% of account per trade, 1 micro.
Backtested performance
This is a cross-market edge — profitable on both NQ and ES, which is the strongest sign a setup isn't curve-fit to one market.
NQ (Nasdaq 100) — the numbers
| Profit Factor | 1.43 |
| Sharpe Ratio | 2.56 |
| Win Rate | 42% |
| Max Drawdown | -3% |
| Net Return (1 micro, $50k) | +3.5% |
| Trades | 57 |
| Years Tested | 8 |
| Losing Years | 0 |
ES (S&P 500) — the numbers
| Profit Factor | 1.50 |
| Sharpe Ratio | 3.94 |
| Win Rate | 60% |
| Max Drawdown | -1.1% |
| Net Return (1 micro, $50k) | +3.3% |
| Trades | 68 |
| Years Tested | 10 |
| Losing Years | 0 |
When it works
- Quiet overnight Asian ranges (most nights)
- Deep ≥3σ overshoots that revert
- Confirmed on BOTH NQ and ES
When it fails
- Asian-session news/BOJ events that trend
- Very few signals — patience required
- Regime shift into an overnight trend
Why it has an edge
The deepest, cleanest reversion regime of the day, confirmed across two markets.
How we validate it
Every sleeve is backtested on 8+ years of Sierra Chart NQ/ES data with realistic costs (2-tick slippage + $0.74/side commission), sized at 0.25% risk on a $50k account, and stress-tested per calendar year. Micros only (MNQ/MES). Signals are tracked live every session.
See this strategy live
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Educational content only, not financial advice. Backtested results are hypothetical and do not guarantee future performance. Futures carry substantial risk and most short-term traders lose money. Test on your own data and trade your own plan.