Mean reverting strategy Buy/Sell this product

Historical price of the contract :

Bounds of the mean reversion strategy


User & FTR metrics

Value issued

Locked FTR

Collateralization & Risk metrics

Leverage (if value is 10, leverage is x10)

Description of favorable and adverse scenarios

Favorable scenario : Market is mean reverting

Adverse scenario : market is trending hard with spikes, up or down. the strategy uses stops and does not trade breakouts

IMPORTANT : Your capital is at risk, the strategy is not delta neutral.