contrarian-strategy
Unverified Other strategy on Indices by NadirAliOfficial. BotFinder score 37 out of 100.
Python implementation of a Contrarian Trading Strategy to backtest market reversal approaches using historical stock data. Evaluate performance metrics such as profit, drawdown, wi
Source: github
BotFinder analysis pending.
contrarian-strategy
Contrarian Trading Strategy Python backtesting framework for contrarian (mean reversion) strategies on US equities using historical data from yfinance. Strategy Logic 1. Calculate rolling z-score of returns over N days 2. Enter long when z-score +2 (overbought) 4. Exit when z-score reverts to 0 5. Apply position sizing based on ATR Results (SPY, 2018–2023) | Metric | Value | |--------|-------| | Total Return | +42.3% | | Sharpe Ratio | 1.38 | | Max Drawdown | -12.1% | | Win Rate | 58.4% | Usage Parameters - --ticker — Stock symbol (default: SPY) - --start / --end — Backtest date range - --lookback — Z-score window in days (default: 20) - --zscoreentry — Entry threshold (default: 2.0)
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
Reviews & comments
No reviews collected from the source yet.
⚠ No live verification account connected — ask for proof before buying.
Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)