3 ms·
Most mean reversion systems have a high win rate. But the profits from wins are usually small and a losses are large. You have a hard time avoiding losses becau
by mgamache 5y ago
Most mean reversion systems have a high win rate. But the profits from wins are usually small and a losses are large. You have a hard time avoiding losses because you have to let mean reversion trades run and you can't have small stop loss settings.