Mean Reversion in Nasdaq Futures on One Second Charts - Fading Fast Moves - Scalping the Market


Some of my latest research shows how much mean reversion is in the market in February and how unusual it is to trade a strategy like this were you constantly fade fast moves.


I would love to trade a strategy like this most of the time but 60 trades per day is intense and most of the time, the market environment does not support this type of trading based on my experience.


The fact that were are seeing this now is more evidence of massive volatility, and a longer term trend change. The dip buyers still think it is a bull market. We test this on one second charts in Tradestation 9.1


I use RDP to login to other desktop computers in my trading office.

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