Sentences with phrase «for this mean reversion system»

For mean reversion systems, usually it shows no benefit.

Not exact matches

Several years ago, we began working with Jack after discovering that his short - term «reversion to the mean» ETF system greatly complimented the Morpheus momentum trading strategy for individual stocks.

I was recently interviewed on Better System Trader, click here for part one of the interview, about the steps for creating a stock mean reversion strategy.

These can be trending or mean reversion systems, but on a shorter time frame — Weissman cites that these generate signals for trades that last 10 days or less.

Since this is not possible (for most of us), I don't think that the resulting statistics reflect the reality of trading a stock mean reversion system.

For long mean reversion systems, Larry Connors and I used Close greater than 5 Day simple moving average.