with the systems, some are pure mean reversion like the hi mid
lo short, while other systems have a multi layered like a relay
race where one runner hands off the baton to the next runner.
In this case the first runner looks for the mean reversion
and upon completion of that the running will pass off the baton to
the next running if a trending condition hold is triggered - in
this case the momentum indicator - the system will hold until the
slope of the momentum indicator turns red
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with the systems, some are
The Bear Long has ruled them all
Posted by matt on 12th of Aug 2022 at 04:01 pm
with the systems, some are pure mean reversion like the hi mid lo short, while other systems have a multi layered like a relay race where one runner hands off the baton to the next runner. In this case the first runner looks for the mean reversion and upon completion of that the running will pass off the baton to the next running if a trending condition hold is triggered - in this case the momentum indicator - the system will hold until the slope of the momentum indicator turns red