Mean reversion 27件

解説 When should you buy a crashing stock? I tested 21 years of daily data on 613 tickersMean reversion #208 Weekend-gap fades alone added 30% to monthly returnsMean reversion #207 Opening the census: 41 methods, 26 symbols, 4 timeframesMean reversion #206 Twelve discretionary judgments, mechanized and measuredMean reversion #205 A rig that makes it-comes-down-to-discretion measurableMean reversion #200 Our PF 4.17 star sleeve was just beta in disguiseMean reversion #194 The tail risk was not overload. It was a few big reversalsMean reversion #193 Dissecting my worst drawdowns produced the equity-shock guardMean reversion #192 Chasing higher monthly returns with leveraged ETFs: full resultsMean reversion #190 A no-leverage stock strategy tops out near 1.5% a monthMean reversion #189 The stock dip-buyer held up across 21 years and every regimeMean reversion #188 One change to limit orders doubled the profit per tradeMean reversion #186 In stocks, only buying weakness works. Buying strength loses to randomMean reversion #162 How much does the minimum lot size hurt a small account?Mean reversion #154 Three defensive layers stacked into 50% more monthly payoutMean reversion #151 Porting the winning logic to USD pairs: what survivedMean reversion #136 Adapting to the current market is an illusion. ConfirmedMean reversion #126 Buy when everything is oversold? Half trueMean reversion #123 Connors RSI2: the first mean reversion that truly added returnsMean reversion #101 Re-blending every system pushed the efficiency frontier outwardMean reversion #97 Three more research axes from autonomous explorationMean reversion #94 Every RSI, SMA and Fibonacci tweak lost to the current systemMean reversion #91 What happens when you chase settings that won recentlyMean reversion #86 Filtering breakouts by level importance did not helpMean reversion #78 Does volume profile survive walk-forward testing?Mean reversion #67 Stacking three uncorrelated engines in one accountMean reversion #48 The regime-switching EA lost to plain long trend followingMean reversion