feat: add 5-day reversal strategy

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>

strategies/reversal.py

@@ -0,0 +1,27 @@
+import backtrader as bt
+
+
+class FiveDayReversal(bt.Strategy):
+    """Buy on 5-day oversold signal, sell on bounce or time stop."""
+
+    params = (
+        ("lookback", 5),
+        ("entry_threshold", -0.05),  # buy when 5-day return < -5%
+        ("exit_threshold", 0.0),     # sell when 1-day return > 0%
+        ("max_hold", 3),             # max hold days
+    )
+
+    def __init__(self):
+        self.roc5 = bt.indicators.RateOfChange(self.data.close, period=self.params.lookback)
+        self.hold_counter = 0
+
+    def next(self):
+        if not self.position:
+            if self.roc5[0] < self.params.entry_threshold:  # RateOfChange returns a fraction, not %
+                self.buy()
+                self.hold_counter = 0
+        else:
+            self.hold_counter += 1
+            roc1 = (self.data.close[0] / self.data.close[-1] - 1) * 100
+            if roc1 > self.params.exit_threshold * 100 or self.hold_counter >= self.params.max_hold:
+                self.close()