Hypotheses
US Large-Cap Short-Term Reversal, Dollar-Neutral Cross-Sectional Long/Short (Buy Past-Week Losers, Short Past-Week Winners Across ~20 Liquid S&P Names, Weekly Rebalance on Daily Bars, Commission-Free USEQ, 3-Parameter)
A cross-sectional, dollar-neutral equity long/short that monetizes the classic short-term reversal anomaly: over a ~1-week horizon, names that fell most tend to bounce and names that rose most give back. Deliberately a…
Hypothesis
A cross-sectional, dollar-neutral equity long/short that monetizes the classic short-term reversal anomaly: over a ~1-week horizon, names that fell most tend to bounce and names that rose most give back. Deliberately a different family from the crypto graveyard and from the SOL funding-carry it replaces — not directional, not crypto mean-reversion, not a cointegration pair, not a funding-carry. It clears fees where crypto reversion cannot ONLY because USEQ is commission-free (~0.02-0.05% RT), making a high-turnover weekly reversion book viable, with decades of daily history for robust walk-forward.
Backtest and paper results are hypothetical. Trading involves risk of loss.