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.
-
Show this thread
-
-
Replying to @macrocephalopod
Yeah on backtest for longs greatly improved PnL by stopping for the day if the -100 stop is hit
1 reply 0 retweets 1 like -
Replying to @nope_its_lily
Backrest Aug 2011 or Mar 2020, reversion strategies got carried out even with a stop, without a stop it’s carnage
2 replies 0 retweets 1 like
Replying to @macrocephalopod @nope_its_lily
*backtest
9:40 AM - 25 Jan 2021
0 replies
0 retweets
0 likes
Loading seems to be taking a while.
Twitter may be over capacity or experiencing a momentary hiccup. Try again or visit Twitter Status for more information.
always