YM Range Bound Mean Reversion Strategies

2024년 3월 14일

I have been getting my behind kicked the last two months due to this range bound market.

Something that I just now noticed is that on the hourly, the 21ema (purple line) is the same exact average as the 5 minute's 200sma. They are one and the same.



Since price is not respecting the hourly's 21ema, then logically, it will not respect the 5 minute's 200sma and henceforth price will oscillate back and forth around that mean price.





The 2 minute chart's 525 period moving average is the one and same of both the 5 minute's 200sma and the hourly's 21ema. All three are the same exact moving average and price always finds its way back to it.



There have been great mean reversion trades back to the hourly 21ema that I have been missing because I have been employing trend following systems to this market and failing.

Each one of these great mean reversion day trades have been over 100 ticks on the Dow

2024년 3월 14일

노트

There is 5 states to each cycle. One for upside and one for downside

I have marked the numbers to correspond with the area on the state chart