Range Reversion Half-Life Calculator

This estimates how quickly a price series mean-reverts using the standard Ornstein-Uhlenbeck approach: regress the period-over-period change against the prior level, then convert the regression slope into a half-life. Paste a price series (at least 10 points) in chronological order to get the half-life in periods.

Educational tool only, not financial advice. This regression is a simplified statistical estimate. Price series shift regimes, and the half-life shifts with them.

Built by Jason Parker, founder of Trading Ranges.

Built by Jason Parker, founder of Trading Ranges.