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 this article, we develop a mean reversion strategy applied to a basket of stocks. The trading logic is straightforward: buy after short-term bearish moves and close the position when price returns ...

Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. Some say that the news of a bailout in Ireland and the better-than-expected Philly Fed report were the reasons ...

Sustained market pressure has a silver lining: effectively resetting valuations for many high-flying stocks, bringing them ...

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 ...

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.

Forbes contributors publish independent expert analyses and insights. I write about incisive investing advice. Financial planning is all about managing risk, and using mean reversion is a brilliant ...

My December 2019 article, “Mean Reversion + Valuation = Opportunity,” cited cheap, out of favor assets including U.S. value and small caps, international, emerging markets, natural resources, MLPs and ...