Research topic140 readings
Trend and mean reversion
Trend and mean reversion within trading-systems.
FieldTrading systems1086 readingsThe registry
Entries in this field
The archive140 readings
Readings on this topic
1994Evaluating percentage profit exits on trend-following averages1994Evaluating weekly trend-following and mean-reversion timing rules1995Weekly long-only trend rules with a gated retracement exit1995Combining a trend rule, a breakout trigger, and a seasonal filter1995Constructing range-compression breakout procedures1996A volume-gated moving-average trend combination1996Require both a trend filter and a cycle oscillator before entry1997Long-term trend following and pyramiding as one holding-period procedure1997Constructing rainbow charts with repeated smoothing1997Grading volume and open interest after moving-average crosses1997Three-line break as a one-parameter mechanical filter1997Regime-dependent long and short rules in mechanical systems