Z-Score Mean Reversion

Futures Advanced NIFTY Futures BANKNIFTY Futures Stock Futures MCX Futures

Range-Bound Markets or Trending Markets with Statistical Extremes

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Quick Reference

Strategy Type	Statistical Mean Reversion Using Standard Deviation Analysis
Market Outlook	Range-Bound Markets or Trending Markets with Statistical Extremes
Risk Profile	Defined Risk Using Statistical Levels and ATR
Reward Profile	Good R:R on Reversion Trades from Statistical Extremes
Time Horizon	Short-term to Swing Trading (2-15 days typical)
Capital Requirement	Medium (Futures Margin Required)
Margin Type	SPAN + Exposure Margin for Futures
Best Used When	Price reaches statistically extreme levels (Z-Score beyond ±2) with reversion confirmation

Price reaches statistically extreme levels (Z-Score beyond ±2) with reversion confirmation

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