I have just included a new trading system called ETF Pullbacks for the course Hedge Fund Trading Systems Part Two.
This is a very simple mean reversion system with a high win rate of over 70% and an average trade duration of 7 days.
It trades a selection of 25 liquid ETFs and is based on eight years of out-of-sample performance. It is also provided with full Amibroker code.
Members of Access All Areas get complimentary access to this new system.
Thanks for the update JB! I might have to pull the trigger on this one. I’ve been looking for a simple mean reversion strategy to augment and diversify my trend following. I’ll be sure to take a closer look!
Thanks Jay, there are a few on there for mean reversion.