Layering 2 ETF Backtest Strategies For Enhancing Return

Dec 16, 2019 in mean regression | Regime Change | Video

Layering 2 strategies on top of each other for better return -- and importantly this can improve the consistency on a year-to-year basis. The mean reversion strategies tend to add more return when things are volatile -- but less relative to the benchmark when the market is rising on low volatility. That said, low volatility uptrends are often an excellent environment for absolute gains anyway and you will naturally participate in such a market because mean-reversion has zero market timing associated with it. That is, sometimes you will just track rather than outperform a low-volatility uptrend.... and that is a good thing.

 

 

 

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Buying Wholesale -- Trading Concepts Quantified With ETF Backtesting

Nov 04, 2019 in Video | mean regression

A video to demonstrate mean-regression on ETFreplay.com and some concepts on trading -- for example, many small gains cumulatively add up over time when you buy at wholesale and sell at retail prices.

 

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ETF Mean Regression and ETF portfolio backtesting

Aug 27, 2019 in Backtest | mean regression | Video

A video to demonstrate mean-regression on ETFreplay.com and some concepts related specifically to ETF mean-regression.

 

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