01
Build the reference range
Observe 156 completed 15-minute closes for each symbol before evaluating a signal.
Northstarpaper trading monitor
DEPLOYED PAPER PROFILE
Mean reversion 156-bar
A diversified paper experiment that buys unusually stretched declines, sizes them by volatility, and exits when price returns to its recent mean.
Paper candidate v210 liquid symbols15-minute barsLong only
Price z-scoreRolling mean
CORE IDEA
Buy an extreme dip. Exit at normal.
The model watches AAPL, MSFT, SPY, QQQ, IWM, XLF, XLK, XLE, XLV, and TLT independently. It may hold several positions—or cash—depending on which signals actually fire.
01
DECISION LOOP
How a trade happens
02
Enter a stretched decline
Buy only when price falls to a z-score of -2.0 or lower relative to its recent range.
03
Size by volatility
Risk 0.1% of equity across a two-ATR adverse move, with an 8% hard cap per symbol.
04
Exit at the mean
Return the position to cash when its z-score recovers to 0.0 or higher.
02
RISK ENVELOPE
What the strategy cannot override
Long onlyNo short positions
1.0×Maximum gross leverage
8%Maximum per symbol
5%Daily-loss pause
40%Manual kill switch
200Maximum orders per day
03
RECENT VALIDATION
A candidate—not a promise
+2.21% recent backtest
July 6–September 1, 2026 across the same ten symbols with five-basis-point slippage.
-0.54% maximum drawdown
The selected 15-minute profile produced 38 completed trades and zero risk-engine rejections.
Held-out return +0.15%
The final period stayed positive, but buy-and-hold returned +0.23%. More paper evidence is still required.
DEPLOYMENT STATUS · PAPER EXPERIMENT
The broader universe is live; performance decides what happens next.
- 1Collect live paper fills
- 2Measure costs and rejection rate
- 3Compare with buy-and-hold
- 4Keep, tune, or retire
A rising backtest does not guarantee future gains. Northstar remains a paper-trading experiment, not an investment recommendation.