Intra Cycle Mean Reversion (ICMR)

A comprehensive mean reversion indicator that combines over 20 technical oscillators including moving averages, RSI, Stochastic, CCI, Williams %R, ROC, DPO, Z-Score, and more. Each component is normalized using expanding statistics and aggregated into a single normalized score with dynamic upper and lower bands for identifying overbought and oversold conditions.

📊 Multi-Oscillator

Combines 20+ technical indicators including moving averages, momentum oscillators, and statistical measures

🎯 Normalized Scoring

Each indicator is normalized using expanding statistics to create a unified -1 to +1 score

🚦 Dynamic Bands

Upper and lower bands adapt to market conditions for identifying extreme mean reversion opportunities

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How to Use This Indicator

🔴 Overbought Signals

  • Strong Signal: Smoothed average above upper band
  • Weak Signal: Raw score above upper band, smoothed below
  • • Consider potential short positions or profit-taking
  • • Look for confirmation with price action

🟢 Oversold Signals

  • Strong Signal: Smoothed average below lower band
  • Weak Signal: Raw score below lower band, smoothed above
  • • Consider potential long positions or accumulation
  • • Wait for reversal confirmation

⚠️ Important Notes

  • • This indicator works best in range-bound markets with clear mean reversion patterns
  • • In strong trending markets, signals may remain active for extended periods
  • • Always combine with price action analysis and risk management