Status of four mean-reversion strategies as of the close of Friday, September 30, 2016.
The signals of the four mean-reversion strategies are updated here for Premium Articles, Market Signals and Ultimate Premium Package subscribers . Historical performance data can be found in strategies section. If you would like to subscribe click here and select a subscription level (Premium Articles or higher.).
All four mean-reversion strategies are flat as of the close of September 30, 2016:
The red rectangles indicate the last exit after a long signal.
Disclaimer: Mean-reversion signals are offered for informational purposes only and do not constitute trade recommendation. The past performance of any trading system or methodology is not necessarily indicative of future results. Read the full disclaimer here.
Charting program: Amibroker