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Mean-Reversion and Momentum Regime Switching [Premium Content]

This article includes the full details of a short-term trading strategy with mean-reversion and momentum regime switching. Backtest results for SPY, QQQ, TLT and GLD are included along with comparisons to buy and hold and mean-reversion only performance. Sharpe of the portfolio is greater than 1. Access to article requires premium content subscription . . .