081: Trading the Mean Reversion Curve
One of the main challenges with Mean Reversion trading is when to get into a trade, which can have a huge impact on profit and drawdown levels.
How far from the Mean should we wait before considering a trade?
PJ Sutherland shares the approach he uses to:
- Lower drawdowns
- Reduce the role of luck in trading
- Produce performance results that more closely resemble backtest results.