PSI5 Mean-Reversion Strategy Performance in 2019

Performance of PSI5 mean-reversion strategies in 2019 for selected futures portfolio, SPY ETF, Dow 30 and S&P 500 stocks in daily and weekly timeframes. The trading strategies are based on our mean-reversion PSI5 algo. This algo is not data-mined but based on a formula from a text in probability theory and is available for sale to professional … Continue reading PSI5 Mean-Reversion Strategy Performance in 2019