Mean reversion now uses daily bars

Mean reversion now uses daily bars | Generated by AI

Home 2026.06

Done. The change:

{'symbol': 'AAPL', ... 'strategy': 'mean_reversion', 'period': BarPeriod.DAY, ...}
{'symbol': 'INTC', ... 'strategy': 'mean_reversion', 'period': BarPeriod.DAY, ...}

What this changes in behavior:

Both names now evaluate mean-reversion on daily bars instead of 15-minute bars. The z-score window (ZSCORE_WINDOW=20) now spans 20 days of history rather than 20 fifteen-minute candles, and BARS_LIMIT=120 gives 120 days — plenty.
An entry and its exit now naturally land on different calendar days, so they no longer count as day trades. The PDT guard (engine.py:84-88) stops firing on these names, and the bot can actually act on EXIT signals instead of deferring them.
The every-15-min cron is unchanged and harmless — daily bars just update once per session, but the bot still re-checks positions/stops on each run.

No other code needed touching — engine.py, risk.py, and strategies.py all read the period from the instrument config, so they pick this up automatically. NVDA (1h momentum), GLD/USO (4h trend) are untouched.

This is a config-only edit on a tiny strategy table — low risk. I haven’t committed it. Want me to commit (and optionally push so the next scheduled run uses it)?

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