These are my two MR strategies. I risk 2.5% in each trade and I have a max number of entries per day for each sector. I limit the exposure to 25% of portfolio equity per sector. I think these strategies are my portfolios weakest link at the time. I only trade stocks in QQQ and SPY. One problem I have is how to decide how "loose" I want my entry criterias to be. Too loose and the drawdown is huge and quality per trade very low. To tight criterias and there is almost no trades. Looking at 2019 when this type of strategy should work very good I have to have quite loose criterias to get exposure but that means that many years look very bad due to max exposure all the time almost and big DD as a consequence.