Mean-reverting
Oct
08
2013
Playing The Bounce - With A Twist
The historical batting average of this strategy has been decent, with gains in 9 of 18 years along with “excess” returns over the S&P 500 in 10 of 18 years. The best Bounce seasons have occurred when the market was either down for the year through September, or up only modestly.
Apr
04
2012
More On Mean Reversion
Could it be possible we’re on the doorstep of another great secular run in stocks? Well… no.
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