With the VOLA that we saw in March/April, I reviewed all my systems….. Just thought I’d post an update on my 2 Mean Reversion systems and compare the PRE-COVID and POST-COVID systems….

I have 2 MR systems.

SYSTEM #1…. I made a small tweak to the stock MA.

SYSTEM #2…. I made more of an overhaul to the core system…. I wanted to try and capture stocks that were trending higher with MOMO (the thinking here was to target my ROTATIONAL higher ranked stocks) that were experiencing a small pullback…..so I looked for stocks with HIGHER strength (contrary to the typical theme of buy the oversold stock etc).

Comparison between PRE/POST MR Systems for July 2020 below….

The learning here and the Bottom line… is to review the short term systems on a regular basis…..

Pre-COVID MR SYSTEM #1

Post-COVID MR SYSTEM #1

Pre-COVID MR SYSTEM #2


Post-COVID MR SYSTEM #2