Mean-Reversion Strategy Workflow
Purpose
Use this area for shared instructions governing the full mean-reversion strategy series.
Scope
This file is the local runbook for series-level work on mean-reversion-strategy-*.
What Counts as Progress
- stronger expected-performance modeling
- more realistic assumptions and trading frictions
- better uncertainty treatment
- clearer mapping from assumptions to strategy implications
Evidence Expectations
- Keep assumptions explicit.
- Show how costs, frictions, or sampling choices affect the result.
- Be explicit about sensitivity and uncertainty rather than presenting a single point estimate as definitive.
Workflow Expectations
- Treat the series as one workflow, not as isolated posts.
- Locate the current frontier before editing.
- Update
codex-workflows/mean-reversion-strategy-log.md after a substantive branch.
- Keep post-local artifacts near the relevant post directory when execution artifacts are needed.
Deliverables
- Updated narrative or draft notebook for the series
- Clear statement of what changed in the strategy-performance framework
- Updated
codex-workflows/mean-reversion-strategy-log.md