Trading Markets – Connors Research Trading Strategy Series – Sharpe Mean Reversion
Sharpe Mean Reversion – Especially For Short-Term Traders
Trading Style – Mean reversion in the most liquid 500 US stocks.
Time Frame Holding Period – 3-7 days
Highlights – Identifies Pullbacks in historically high performing buying zones in higher quality liquid stocks.
HISTORICAL TEST RESULTS (2003-2019)
MONTHLY/YEARLY RETURNS
CUMULATIVE EQUITY CURVE
Salepage: Trading Markets – Connors Research Trading Strategy Series – Sharpe Mean Reversion
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