Module Algostream_pairs.Mean_reversion

Mean-reversion signal classifier + half-life estimator.

The classifier is a stateful band crossover over the spread z-score:

• Flat → Long_spread when z ≤ -entry_z; → Short_spread when z ≥ entry_z; else Hold.
• Long → Exit when z ≥ -exit_z (target reached) or |z| ≥ stop_z (stop-out); else Hold.
• Short → Exit when z ≤ exit_z (target reached) or |z| ≥ stop_z (stop-out); else Hold.

The half-life estimator runs OLS of Δr_t on r_{t-1} with intercept: φ̂ = 1 + slope; half-life = -ln 2 / ln |φ̂|. Returns `Non_reverting if |φ̂| ≥ 1.