What should I track for gold mean reversion trades?

The pre-market regime call, the anchor used, stretch at entry in ATR multiples, the ATR value itself, minutes taken to reach the anchor, whether any scale-in was planned, and the session and calendar context.

How do I know if my regime calls are accurate?

Audit monthly across four buckets — called rotational and was, called rotational but trended, called trending and was, called trending but rotated. If the "called rotational but trended" bucket exceeds about a quarter of calls, tighten the classification rule.

What is the most useful analysis for a reversion journal?

Plotting outcome in R against stretch at entry across thirty or more trades. It usually reveals a threshold — often near 1.8 ATR — below which results are negative, which then becomes the minimum entry condition.

Journaling Gold Mean Reversion Trades (XAU)

An XAU mean reversion journal should record the pre-market regime call, the anchor used, stretch at entry in ATR multiples, ATR in dollars, minutes to the anchor, whether any scale-in was planned, and the session context.

The monthly regime audit across four buckets identifies where losses come from, and a "called rotational but trended" rate above roughly a quarter means the classification rule needs tightening.

Plotting outcome in R against stretch at entry across thirty or more trades typically reveals a minimum threshold near 1.8 ATR below which the strategy is negative.