Protocol Logic

Strategy

The mathematical framework behind every signal REVERO generates.

z = (P − μ) / σ

Core Logic

The protocol monitors a basket of Solana tokens against their 20-period moving average on the 1H timeframe. When a token deviates beyond 1.5 standard deviations (σ) from the mean, a signal is generated. The agent enters the position and holds until price reverts to within 0.3σ of the mean, or exits at a 3.5σ stop loss. All signals are recorded as memo transactions on Solana mainnet.

Strategy

Bollinger Mean Reversion

Timeframe

Lookback Period

20 candles

Entry Threshold

|z| ≥ 1.5σ

Exit Threshold

|z| ≤ 0.3σ

Stop Loss

|z| ≥ 3.5σ

Max Positions

Execution

Jupiter v6 API

Recording

Solana Memo

Execution Flow

SCAN

Agent monitors a basket of Solana tokens on the 1H timeframe. For each token, it calculates the 20-period moving average (μ) and standard deviation (σ).

DETECT

When a token's current price (P) deviates beyond 1.5σ from the mean, a z-score signal is generated. Negative z = long opportunity. Positive z = short opportunity.

EXECUTE

The agent constructs a swap via Jupiter v6 API and submits the transaction. The signal details are recorded as a memo on Solana mainnet.

MONITOR

Position is held until price reverts to within 0.3σ of the mean (take profit) or exceeds 3.5σ (stop loss). All exits are also recorded on-chain.

REPEAT

The agent loops continuously. No human intervention. No emotional decisions. Pure mathematical reversion.

Mathematical Definitions

Moving Average (μ)

μ = (1/n) × Σ P_i where n = 20

Standard Deviation (σ)

σ = √[(1/n) × Σ (P_i − μ)²]

Z-Score

z = (P − μ) / σ · entry if |z| ≥ 1.5 · exit if |z| ≤ 0.3

Bollinger Bands

Upper = μ + kσ · Lower = μ − kσ · k = 1.5