https://yy-tech.online/tags/mean-reversion/ Recent content in Mean-Reversion on H&W Hugo en Tue, 01 Sep 2026 23:30:00 +0800 https://yy-tech.online/post/intraday-trend-following-and-conditional-mean-reversion/ Tue, 01 Sep 2026 23:30:00 +0800 https://yy-tech.online/post/intraday-trend-following-and-conditional-mean-reversion/ Transparent 30-minute trend and mean-reversion rules on QQQ fail out of sample after costs; the same signals are still routed through a fail-closed IBKR paper-trading process.