Williams %R strategies in our lab

Williams %R oversold mean-reversion strategies.

Variants tested

1

Passed all gates

0

Honest losses

1

About Williams %R

Williams %R is an oscillator measuring how close the current price is to the recent high. Values below -80 are conventional oversold; above -20 overbought.

Honest losses (autopsies)

Williams %R variants that did not survive the gates. We publish these because most public backtest libraries only show wins. We think the failures matter more for calibrating your expectations.

Williams %R + MFI mean-reversion killed by gate audit

Mean-reversion entry on oversold Williams %R and MFI failed strict gates with -1.90 Sharpe, killed after 19 forward trades.

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