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2 posts tagged mean-reversion.
2 posts
A Simple Mean Reversion Strategy That Survived Walk-Forward Testing
How a 2-period RSI mean reversion strategy on the S&P 500 held up across 15 years of walk-forward validation, and what the numbers actually look like.
#strategy#mean-reversion#backtesting
Mean Reversion Signals: Buying the Dip With Math, Not Hope
How to use z-score, Bollinger %B, and RSI extremes as mean reversion triggers, and why the strategy only works in specific market conditions.
#signals#mean-reversion#strategy