Tag Archives: mean reversion

Summary Of Strategy Performance in 2017

This is a summary of Price Action Lab Blog strategy performance in 2017.

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A significant Improvement In Mean-Reversion Strategy Performance

By exiting trades at the close that triggers a signal instead of the open of the next day, the annualized return of the MR5 mean-reversion strategy increases by 300 basis points with a simultaneous increase in win rate and decrease … Continue reading

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Momersion Anomaly [Premium Articles]

This article includes a review of the Momersion anomaly and stocks that exhibit high tendency of mean-reversion to the upside. For access to premium content, you must be a subscriber. Please login if you are already a subscriber or subscribe¬†to … Continue reading

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The Remarkable Performance Of MR5 Mean-Reversion Strategy Continues in 2017

The MR5 mean-reversion strategy is based on a formula from a graduate text on probability theory. Despite the low volatility and sluggish performance of most mean-reversion strategies in 2017, returns were 10.3% for SPY and 33.7% for UPRO.

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An Excellent Week For Mean-Reversion

This week was very good for weekly mean-reversion signals in DJIA stocks. Below are some details.

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Is BTFD Just A Meme Invented By Bears?

Is BTFD a meme for bears in an attempt to explain how the market is manipulated higher by central banks? Or is it something more fundamental?

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