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
2002Evaluating mechanical trend signals from ten-session average excursions2002A two-stage momentum-shift and price-channel process2002A same-session pair book with a morning-fixed volatility envelope2002Six-week reversal candles, next-week entry, and a break-even stop2003When range regimes favor swing procedures over trend holds2003Adaptive Donchian breakout with implied volatility and volume2003Linear regression swing alerts and trailing stops2004Failed-breakout overlays on trending markets2004Trend pullbacks with a fifty-day average and relative strength index2004Rank rotation after a path split, then Robustness testing2004A 50-day average touch as a screening procedure2004Regime permission from trendlines, channels, and range edges