OU Reversion — ES NY Session (1h): A LIVE mean-reversion Strategy for ES
Slow-mean ES fade across the full NY session — the patient reversion sleeve.
Market: ES Timeframe: 1-hour Session: NY Session (09:30-16:00 ET)
How it works
On the ES hourly, fade a >=3 sigma stretch from a slow 120-bar mean anytime in the NY session, ADX < 25. A wide lookback that only triggers on genuine dislocations.
- Entry: ES >=3 sigma from the 120-bar mean during 09:30-16:00 ET, ADX < 25.
- Exit: Revert to the mean; ATR-based stop (3x ATR).
- Risk: 0.25% of account per trade, 1 micro (MES).
Backtested performance
ES — the numbers
| Profit Factor | 1.74 |
| System Quality (SQN) | 2.00 |
| Win Rate | 59% |
| Max Drawdown | -3% |
| Net Return (1 micro, $50k) | +6% |
| Trades | 59 |
| Years Tested | 10 |
When it works
- Genuine intraday ES dislocations
- 59% win rate, PF 1.74
- Range-bound sessions
When it fails
- Sustained trend days
- Fewer signals (slow 120-bar mean)
- Risk-off momentum regimes
Why it has an edge
A slow mean only flags real dislocations, so the fades are high-quality.
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
This is one of the sleeves running on our automated account right now. Get the exact rules, the full 8-year statistics, and the weekly forward-test results — and see every LIVE strategy on one page.
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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.