Research
Mean Reversion in Sector ETFs
Backtests of rules-based trading ideas, starting with mean reversion in sector ETFs, showing how each idea would have performed historically.




XLE PBands Backtest: Profitable, But Risk-Adjusted Evidence Is Weak
A concise quant research note testing PBands Lower Band Mean Reversion Long Only on XLE, with rules, benchmark comparison, friction, and stress testing.
XLF PBands Backtest: Profitable, But Risk-Adjusted Evidence Is Weak
A concise quant research note testing PBands Lower Band Mean Reversion Long Only on XLF, with rules, benchmark comparison, friction, and stress testing.
XLP PBands Backtest: Profitable, But Risk-Adjusted Evidence Is Weak
A concise quant research note testing PBands Lower Band Mean Reversion Long Only on XLP, with rules, benchmark comparison, friction, and stress testing.