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Mean reversion works, but can you stand the pain?
Started:November 3rd, 2010 (02:45 PM) by Fat Tails Views / Replies:3,978 / 21
Last Reply:April 25th, 2015 (02:21 PM) Attachments:7

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Mean reversion works, but can you stand the pain?

Old April 17th, 2015, 04:24 PM   #21 (permalink)
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gregid View Post
No matter how mean that would be I would rather go momentum in such case

let's hope they don't announce sth like that on a weekend & grill hundreds of long trades.
anyhow, enough of derailing this thread - you can find me in my journal if you feel like posting on

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Old April 25th, 2015, 02:21 PM   #22 (permalink)
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ElChacal View Post
I agree that any strategy should have some "trend filter", pure counter-trend is a killing tomato.

@shodson what indicators do you use? channels, patterns, oscillators?

For daily charts a I use the 200-ma pretty religiously, it just works so well with many strategies. Sometimes if I can find a better MA period through optimization but the 200 works almost as well as the optimal ones so I just use the 200 because it's so robust and because it's an important psychological level followed by many other traders.

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