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November 1, 2017 by Corvin Codirla Leave a Comment

Equities Mean Reversion and Market Regimes

Equities Mean Reversion and Market Regimes

In this second part of the Mean-Reversion in Equities series we’ll cover the reasons behind why mean reversion works in various market regimes. In the previous article we combined the idea of looking at two consecutive down-days combined with buying the S&P 500 while it was below its five day moving average. A question that […]

Filed Under: Trading Strategies Tagged With: Backtest, EURSEK, Mean Reversion, Performance Measures, SP500, Trading Systems

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