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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.
XLF: Momentum, Mean Reversion, or No Trade?
Subscribe for the future backtested rule results and implementation notes.
SPY: Momentum, Mean Reversion, or No Trade?
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XLP: Momentum, Mean Reversion, or No Trade?
Subscribe for the future backtested rule results and implementation notes.