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Course Update: ETF Pullbacks


I have just included a new trading system called ETF Pullbacks for the course Hedge Fund Trading Systems Part Two.

This is a very simple mean reversion system with a high win rate of over 70% and an average trade duration of 7 days.

It trades a selection of 25 liquid ETFs and is based on eight years of out-of-sample performance. It is also provided with full Amibroker code.

Members of Access All Areas get complimentary access to this new system.

etf pullbacks system equity curve

Comments (2)

Thanks for the update JB! I might have to pull the trigger on this one. I’ve been looking for a simple mean reversion strategy to augment and diversify my trend following. I’ll be sure to take a closer look!

Thanks Jay, there are a few on there for mean reversion.

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