The State of Short-Term Mean-Reversion: July, 2009
marketsci.wordpress.com 8/11/2009 — This is the first in what will be a monthly health check of short-term mean-reversion in the US market. Short-term mean-reversion (by “short-term”, think for example RSI(2) ) is so important to what we swing-traders are doing right now ...

The State of Short-Term Mean-Reversion: September, 2009
marketsci.wordpress.com 10/9/2009 — *** CLICK TO ZOOM *** This is our monthly health check of short-term mean-reversion in the US market. Why a health check? Because short-term MR (by “short-term”, think for example RSI(2) ) is so important to what we index swing-traders are ...

The State of Short-Term Mean-Reversion: August, 2009
marketsci.wordpress.com 9/5/2009 — *** CLICK TO ZOOM *** This is our monthly health check of short-term mean-reversion in the US market. Why a health check? Because short-term MR (by “short-term”, think for example RSI(2) ) is so important to what we swing-traders are doing ...

My Trades on a Trend Day
stockpunk.blogspot.com 5/13/2009 — A couple of the three StockPunk readers have expressed an interest in seeing actual examples of trades that I've taken during the day. Although the day isn't over yet, I thought I'd post some trades that I took today. I've erased the number of shares I purchased so you wouldn't be overwhelmed by ...

Trading the Odds on Monday – October 12, 2009
tradingtheodds.com 10/10/2009 — As Michael Stokes in his latest (strongly recommended) post The State of Short-Term Mean-Reversion: September, 2009 already pointed out, short-term mean reversion is currently not the ‘ play du jour ‘, and instead of retracing recent gains (as historical probabilities and odds ...

Reversion From The Mean
dailyoptionsreport.com 9/18/2009 — Some chatter recently on the historically large disparity between the SPX and it's 200 Day Moving Average. Don Fishback takes a look here . Also,  Minyanville ran this chart yesterday and it highlights both how far above we sit now compared ...

Short-term Mean-Reversion Becoming Stronger: Part II (The Why)
marketsci.wordpress.com 2/12/2009 — This is a (long overdue) follow up to my first post showing that day-to-day stock market mean-reversion is becoming stronger. Understanding this shift is key to trading short-term swing strategies like RSI(2) or adaptive daily follow-through . In ...

Short-term Mean-Reversion Becoming Stronger: Part IV (So What?)
marketsci.wordpress.com 2/16/2009 — One last post to wrap up this discussion about short-term (daily) stock market mean-reversion becoming stronger (read part 1 , part 2 , and part 3 ). This has been a pretty geeky conversation so far, and I’m afraid that I haven’t answered the most ...

A trend day that wasn't
stockpunk.blogspot.com 6/16/2009 — Trend days are usually my best days of the month, so I was interested in the opening action today as we had a large gap down. There wasn't much of a pause and the market continued to head downward.I noticed that when price inched back after the first 20 minutes that it couldn't overcome the ...

Trend following?
hf-implode.com 8/23/2009 — "Some equations do work. Good hedge fund + rough quarter = buying opportunity. As expected many hedge funds have performed very well so far in 2009. It is no surprise that the market dislocations, misvaluations and panic-selling hysteria created fantastic opportunities for the best absolute ...