Research
ETF
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PBands Lower Band Mean Reversion Long Only — Backtesting Analysis
Backtest period: 2016-01-01 to 2020-01-01 | Universe: XLP | Engine: quantstrat (R) — Strategy Overview My hypothesis was that consumer staples can drift too…
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XLF: Momentum, Mean Reversion, or No Trade?
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SPY: Momentum, Mean Reversion, or No Trade?
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XLP: Momentum, Mean Reversion, or No Trade?
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