https://etherpoc.com/en/tags/mean-reversion/Recent content in Mean Reversion on FX Backtest DiaryHugoenFri, 24 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/sleeve-hunt-dry/Fri, 24 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/sleeve-hunt-dry/<p>PF 1.81, a 0.07 correlation to my existing system, and a clean pass through out-of-sample walk-forward testing. A candidate with credentials that good got rejected anyway. So did eleven others. Twelve mechanisms tested, zero adopted.</p> <p>This article merges six studies (research notes 124, 128, 129, 131, 132, 133) into one story: the hunt for an uncorrelated sleeve to bolt onto my trading system. It is a record of total failure, but the structure that emerged at the end, the reason nothing could be added, turned out to be worth more than any single candidate.</p>https://etherpoc.com/en/posts/stock-crash-buying/Tue, 21 Jul 2026 00:00:00 +0000https://etherpoc.com/en/posts/stock-crash-buying/<p>This all started with a reader-style request: test the idea of buying stocks that fell hard during the week at Friday&rsquo;s close, then selling into the rebound once the market calms down. The verdict up front: the hypothesis was rejected, but it failed in the most instructive way possible. Buying crashes turned out to be right, and only the Friday part was wrong. Seven studies later (research notes 247 through 253), one crash-buying rule stood confirmed across 21 years and every market regime in the data.</p>