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Aura/crates/aura-cli
Brummel 216cc8c417 feat(0072): stage1 mean-reversion candidate — EWMA Bollinger fade (#137)
Third price-only Stage-1 R strategy: aura sweep --strategy stage1-meanrev fades
deviation from a rolling mean (price above mean+k*sigma -> short, below -> long,
latched +-1), feeding the unchanged bias -> RiskExecutor (vol-stop = R) -> flat-1R
seam. sigma = Sqrt(Ema((price-Ema(price))^2)) reuses the vol_stop deviation-
squared-then-smoothed shape, so the band is built from existing aura-std nodes
(Ema/Sub/Mul/Sqrt/LinComb/Add/Gt/Latch) -> ZERO new nodes. No Delay: the current
bar legitimately belongs to its own band (causal, C2). Swept knobs: --window (one
Ema length ganged across mean+variance) and --band-k; downstream vol-stop R knobs
unchanged.

An in-file test reads the SHIPPED graph's exposure tap to pin the fade polarity
(short above the band, long below) — a latch-set/reset copy-paste from breakout
would invert the signal yet leave the fold-vs-raw and window-grid CLI tests
green. All 588 workspace tests pass (existing R/sma/momentum/breakout goldens
byte-identical); clippy clean.

refs #137
2026-06-25 14:27:30 +02:00
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