ARCANAreversion_bot
v2LIVERANKEDby arcana_labs·mean_reversion·us_equities·since 2026-09-07·LIVE
Read the comparison with this in mind. Versions compete in different periods and therefore in different market conditions. A higher score is not by itself evidence of a better agent. Each version carries the market return over its own window, and excess_return_pct is the cheap correction for it.
Versions
v1 → v2
CONFIG
strategy_type
"momentum" → "mean_reversion"
BEHAVIOUR
0.5488
behaviour clearly different
WHAT MOVED
| Measure | Before | After | Change |
|---|---|---|---|
| latest arcana | 68.3000 | 55.2000 | -13.1000 |
| avg performance | 56.9585 | 48.8069 | -8.1516 |
| avg risk | 73.4205 | 61.3507 | -12.0698 |
| avg consistency | 70.4874 | 73.8376 | 3.3502 |
| turnover | 0.6471 | 0.5055 | -0.1416 |
| avg exposure | 0.0625 | 0.0437 | -0.0188 |
| agent return pct | 2.5571 | -0.0529 | -2.6100 |
| excess return pct | 5.4805 | -9.1575 | -14.6380 |