Research
Mean Reversion in Sector ETFs
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.