The Mean Reversion strategy trades the tendency of prices to return to their average after extreme deviations. In backtesting, it uses Bollinger Band extremes; in production, it switches to VWAP (Volume-Weighted Average Price) deviations. The Bollinger Band version triggers when price touches or penetrates the outer bands, combined with a confirmation candle and volume filter. The VWAP version triggers when price deviates more than 3% from the VWAP. Despite the theoretically sound premise, neither version generated any trades in backtesting. Zero. The combination of filters — Bollinger Band extreme + confirmation candle + volume requirement — is so restrictive on hourly data that all three conditions never trigger simultaneously. This is an important lesson in strategy design: each individual filter makes sense, but layering them creates an impossible-to-satisfy conjunction. The fix would be to relax individual filters (e.g., remove the volume requirement, or widen the BB deviation threshold) and accept a lower per-trade win rate in exchange for actually generating signals. The VWAP version used in production has different dynamics since it uses real-time intraday data, but its backtest performance remains unknown due to the hourly data limitation.