RESEARCH FRAMEWORK
Asian range fade
Tests mean reversion at a specifically defined Asian-session boundary.
Only the measurements the rule needs
Session high-lowATRSpread filter
Conditions before an entry exists
- Pair, timezone and daylight-saving rule are fixed
- Range width sits inside tested bounds
- No disqualifying regional event is due
ENTRY
Rejection back inside the session boundary.
STOP
Beyond the excursion by a volatility buffer.
EXIT
Session midpoint, opposite side or fixed time.
DO NOT TRADE
Pairs active in the Asian session, surprise releases and widening rollover spreads.
What has to happen before capital is at risk
1Test pair by pair
2Store tick or spread estimates
3Compare first and repeated breaches
4Include time exits
Report gross and net results, the full eligible sample, maximum drawdown, trade distribution and any rule changes. Then repeat on data that did not influence the design.
Use the same protocol every time.
The CSV test plan records eligibility, costs, execution, outcome and rule adherence without turning an example into a promise.
Download test-plan CSV ↓