Lemme explain this for the people in the back: if you have a mean reversion based strategy and you end up hitting a value far outside the mean, that should be a signal to not fight the trend and pray for reversion.
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always
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No quicker way to blow yourself up than knife-catching on a “sure thing”
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Yeah on backtest for longs greatly improved PnL by stopping for the day if the -100 stop is hit
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Backrest Aug 2011 or Mar 2020, reversion strategies got carried out even with a stop, without a stop it’s carnage
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