Mean Reversion Technique Comparison for S&P 500 and Nasdaq

To identify the most effective mean reversion strategy, we compare three approaches on daily data for S&P 500 E-mini (ES) and Nasdaq-100 E-mini (NQ) futures: Bollinger Bands, RSI-based signals, and Moving Average Deviation (Z-score). Each method defines overbought/oversold conditions differently: Bollinger Bands Method Bollinger Bands use a moving average and standard deviation envelope to gauge … Read more

The “Holy Grail” in Trading: Combining Uncorrelated Strategies into a Portfolio with MT5 EAs

Trading Portfolio Holy Grail

For many traders, the idea of a “holy grail” conjures images of a single, all-powerful trading system that wins every time. Yet, those with experience in the markets eventually learn a more subtle truth: no single strategy, on its own, can consistently dominate all market conditions, but combining multiple, uncorrelated strategies into a well-balanced portfolio … Read more