I saw a really interesting video on youtube on combining 5 different mean reversal strategies. Its a long only strategy. They had some great results from 1993-Today. Cpompounding close to 15% a year. They all have the same exit but different entries. Hopefully Roberto comes in and saves the day like so many times before 😀

Entry strategy 1:

[1]  calaculate HIGH minus LOW over the last 25 days

[2] calculate a band 2.5 times LOWER than the HIGH over the last 10 days by using the average from point [1] above

[3] use the IBS indicator, (IBS =  (Close – Low) / (High – Low) *100 ) 

[4] If X closes under the band from [2] and IBS indicator has a lower value than 0.3, go long at close (or two minutes before close)

Entry strategy 2:

[1]  Today is Monday, todays close must be lower than Fridays close

[2] Fridays close was lower then close from Thursday

Entry strategy 3:

[1] We buy when the close is lower than the low of previous 5 trading days

Entry strategy 4:

[1] If today has the lowest range (High minus Low) of the previous last 6 trading days, then we go long at the close (or two min before)

[2] The close must be above the 200-day SMA

Entry strategy 5:

[1] Todays high must be higher than the previous high of the last 10 days

[2] Todays IBS-indicator must be below 0.15

EXIT:

• Exit when the close is higher than yesterdays high