V-Reversal NQ Hitting New Equity Peaks
- Capstone Trading

- 31 minutes ago
- 1 min read
V-Reversal NQ hit new equity peaks this morning, taking the long mean reversion trade.
This strategy has had less volatility in its equity curve since mid-November than it has had over the last three years. The mean reversion trade has been extremely favorable, much to the detriment of many trend-based strategies. This strategy is paired with the long only Gap Continuation 2020 in the Two System Portfolio NQ. Gap Continuation 2020 has done a great job of staying out of the market recently since Gap Continuation trades would not have been profitable in the recent market environment.

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