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2015-10-20 · When a stock quickly jumps into a "very overbought" state, mean reversion – the tendency for a stock to return to its average price – usually kicks in.

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2010-09-27 · Mean reverting strategies are beating on mean reversion of the prices. There are various flavors of mean reverting strategies, but as a proxy I chose RSI(2).

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That’s not very good at all, what happened? It seems that while the VIX index definitely does mean revert, the XIV and other volatility products don’t seem to.

### Mean Reversion Based on Autocorrelation: A Comparison

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Simple Ideas for a Mean Reversion Strategy with Good Results. A reader sent me some trading rules he got from a newsletter from Nick Radge. He wanted to know if these

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Algorithmic and Mechanical Forex Strategies The 10/6 Relative Strength Mean Reversion System is the final system published in High Probability ETF Trading by

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The IBS Eﬀect: Mean Reversion in Equity ETFs mean reversion in equity ETF prices at longer-term mean reversion. A simple strategy based on the RSI

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Algorithmic and Mechanical Forex Strategies | OneStepRemoved this strategy across 20 ETFs from the strategy ideas Tagged With: mean reversion

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Subscriptions not available. No subscriptions are currently available for this strategy because the strategy manager has capped the maximum number of subscribers.

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Posts about Mean Reversion written by Mike Shell

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mean reversion strategy close user settings menu. Options

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2010-08-09 · Pairs Trading (ETFs) But fortunately cointegration is not mandatory in order to find a profitable mean-reversion strategy,

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Mean reversion sector ETF rotation strategy. logical-invest developed some very successful strategies and due to its solid performance and positive returns,

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MarketSci’s Mean-Reversion VIX Trading Strategy. Unlike most of the strategies that we cover on our blog, this strategy is of the mean-reversion variety.