Back
Dual Regression Strategy Tester
Two regression approaches: linear regression mean-reversion signals and logistic regression up/down classification.
Feb 23, 2026, Eric
Approach
Fit a linear trend line to price. The residual (price minus trend) is the de-trended price. When the residual deviates by more than the threshold in standard deviations, it generates a mean-reversion signal: buy when price is below trend, sell when above.
0.5σ (more signals)3.0σ (fewer, stronger)
Trend slope
-0.0008/day
R²
0.000
Signals generated
43(24↑ 19↓)
Price vs. Trend Line
Blue = price. Dashed = linear trend. Green dots = buy signals. Red dots = sell signals.
Residual Z-Score
Cyan = z-score of price residual. Dashed lines = ±1.5σ signal thresholds.