Premium Market Analysis, Trader Education, Software, and Trading Strategies. Thirty Years Of Skin In The Game

Mean-Reversion Signals

Photo by Burak The Weekender

The mean-reversion strategy uses the PSI5 algo to generate long-only signals for SPY and QQQ ETFs in the daily timeframe. Registration information is provided below. The updates are typically available by 7:00 a.m. (ET) on weekdays. We do not send any email notifications of updates.

Last update: April 19, 2024, after the close of the market.

Summary

This post is for paid subscribers

 

 

Already a subscriber? Sign in

Performance (backtests)

Start of Signal Reports* +3.3% return, -6.5% MDD, 53 trades, 71.7% win rate
Year-to-date +2.2% return, -5.5% MDD, 24 trades, 75.0% win rate

* The start of signals was on June 27, 2023. The allocation to the signals of the two ETFs is 50% of closed equity. 

Historical Performance (Backtests)

SPY and QQQ ETFs (50% allocation to each ETF, $0.01/share commission)

Win rate: 68.9%, 1,364 Trades, average holding period: 4.9 days, Exposure: 43.4%

 

Access to daily mean-reversion signals requires registering for a Mean-Reversion Signals subscription. The price is $39.95 for one month.  Click here to register.

Disclaimer: The Daily Mean-Reversion Signals are provided for informational purposes only. The author of this website is not a registered financial adviser. Before subscribing, please read our full Disclaimer and Terms and Conditions. Acceptance of the terms and conditions is required before subscribing.  Mean-reversion strategies pose high risks because the trades typically go against the short-term trend, and stop-loss orders are not used because they destroy profitability.

Read the full disclaimer here.