Tag: XLF

XLF PBands Backtest: Profitable, But Risk-Adjusted Evidence Is Weak
Aug 1, 2026
A concise quant research note testing PBands Lower Band Mean Reversion Long Only on XLF, with rules, benchmark comparison, friction, and stress testing.
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XLF: Momentum, Mean Reversion, or No Trade?
Jun 1, 2026
Subscribe for the future backtested rule results and implementation notes.
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Tag: XLF

XLF PBands Backtest: Profitable, But Risk-Adjusted Evidence Is Weak

XLF: Momentum, Mean Reversion, or No Trade?