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Excellent, thank you for the reply. I remain excited to read the details once my book pre-order arrives. Since you tested it and your update above implied a decision against adding mean reversion if at the cost of dropping DO, to the extent possible to answer without stealing any book thunder...

@globalarbtrader, Did you happen to test the historical performance of adding your intraday mean-reversion implementation to your current production system (i.e. without running the DO stage) to compare with that of your current system?