In my first post on this topic I looked at whether intraday range could be used as an environment filter to help predict the favourability of Mean Reversion type strategies. Specifically I looked at ...

In watching the news, we've all been bombarded with reports of crude oil's current bearish trend. But what if I told you that for all the negative news, crude oil has simply reverted back to the mean ...

At the Strategic Investment Conference 2018, David Rosenberg of Gluskin Sheff warned investors of the coming mean reversion in the stock market, which can push down equity prices by 20% or more.

The High-Probability, Mean-Reversion Options Strategy reaped another gain today. The successful trade pushed the strategy to a new high – +43.1% since its inception eight months ago. You can see the ...

Following a sharp 36% drop in less than three months, Abercrombie & Fitch (ANF) is forming what I consider a high-probability mean-reversion setup. Usually, I'm satisfied when one or two indicators ...