OU Reversion — ES Asia KZ (15m): A LIVE mean-reversion Strategy for ES
The S&P 500 version of the Asia-range fade — highest win rate of the kill-zone sleeves.
Market: ES Timeframe: 15-min Session: Asia KZ (20:00-24:00 ET)
How it works
During the Asian kill zone, fade a >=3 sigma stretch from the 30-bar mean on ES when ADX < 25. The S&P is more mean-reverting than the Nasdaq, so this variant wins more often, smaller per trade.
- Entry: ES >=3 sigma from the 30-bar mean during 20:00-24:00 ET, ADX < 25 (range regime).
- Exit: Revert to the mean; ATR-based stop.
- Risk: 0.25% of account per trade, 1 micro (MES).
Backtested performance
ES — the numbers
| Profit Factor | 1.71 |
| System Quality (SQN) | 2.54 |
| Win Rate | 61% |
| Max Drawdown | -1.1% |
| Net Return (1 micro, $50k) | +4.7% |
| Trades | 70 |
| Years Tested | 10 |
When it works
- Quiet overnight ES ranges
- 61% of fades hit the mean
- Very tight drawdown (-1.1%)
When it fails
- Overnight ES trend days
- Thin liquidity gaps that don't revert
- Regime shift into risk-off trending
Why it has an edge
The S&P's stronger mean-reversion tendency, isolated to its calmest window.
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). The 14 kill-zone sleeves were mined from a 10-year ES+NQ session sweep and are scored by Van Tharp SQN. 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.