---
tags: [backtest, qubx, strategy]
Type: BACKTEST
Created: 2024-12-01
Author: quant0
strategy: MeanReversionMA
sharpe: 2.35
cagr: 18.5
drawdown: -12.3
---

# Mean Reversion Moving Average Strategy Backtest

This is a test backtest document for the mean-reversion strategy using moving averages.

## Strategy Description

The strategy uses #mean-reversion principles with simple moving averages to identify entry points.

Key features:
- Uses 20-period MA for trend identification
- Enters on #oversold conditions
- Exits on mean reversion

## Performance Metrics

- Sharpe Ratio: 2.35
- CAGR: 18.5%
- Max Drawdown: -12.3%

## Tags

This backtest is tagged with #backtest #qubx #strategy for easy discovery.
