I have just included a new trading system called ETF Pullbacks for the course Hedge Fund Trading Systems Part Two.

This is a very simple mean reversion system with a high win rate of over 70% and an average trade duration of 7 days.

It trades a selection of 25 liquid ETFs and is based on eight years of out-of-sample performance. It is also provided with full Amibroker code.

Members of Access All Areas get complimentary access to this new system.

etf pullbacks system equity curve

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2 opinions

  1. Thanks for the update JB! I might have to pull the trigger on this one. I’ve been looking for a simple mean reversion strategy to augment and diversify my trend following. I’ll be sure to take a closer look!

    • Thanks Jay, there are a few on there for mean reversion.

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