Mean Reversion (Baseline) (Lech Mazur baseline strategy)
Lech Mazur Benchmarks
Mean Reversion is an algorithmic baseline in Lech Mazur's BAZAAR double-auction benchmark. The official repository describes it as a more sophisticated Contrarian strategy that calculates a long-run exponential moving average of prices and bids toward that historical mean; published logs use `mean_reversion` as its non-LLM `model_name`.
Benchmark scores
| Benchmark | Score |
|---|---|
| BAZAAR TrueSkill Mu | 5.2 |