Tag Archives: mean reversion

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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Discretionary Trading Challenge

Discretionary trading is hard and this is one reason it is being abandoned and replaced by systematic trading. Below is just an example of a trade from last week.

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In A Nutshell: Why Trading is Hard

Why trading is hard and why mean-reversion has outperformed the golden cross signal in SPY in the last year and a half.

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Performance Of the PSI5 Mean-Reversion Strategy Since The Financial Crisis Bottom

The PSI5 mean-reversion strategy has outperformed the buy and hold performance of SPY total return since the bottom of the financial crisis on a risk-adjusted basis.

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Institutional Grade Mean-Reversion Strategy For S&P 100 Stocks

The institutional grade mean-reversion strategy trades the S&P 100 stocks in short-term long-only mode. Backtests show that the strategy has had robust performance, especially during major stock market corrections and it has outperformed the S&P 500 total return by a … Continue reading

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Performance Of Timing Strategies Since Financial Crisis Bottom

Equity indexes have risen for eight years after the bottom of the financial crisis on March 6, 2009, without a bear market. Due to this it has been difficult for market timers to beat buy and hold returns. In this … Continue reading

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