EQUITIES
EU
CAC40
CAC 40 Mean Reversion
Buys French blue chips after a 3% dip from recent highs and targets a return to those highs. A mean reversion play on one of Europe's most liquid markets. Works best in range-bound conditions....
Win Rate
52%
36 markets resolved
Backtest Return
16.8%
2-year backtest
Benchmark
14.3%
CAC 40 Buy-and-Hold
Alpha vs Benchmark
+2.5%
2-year period
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Performance History
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Market Activity
Algo Rules — Fully Public
Buy on 3% pullback from 20-day high. Sell at 20-day high retest. French blue chips only.
Buys French blue chips after a 3% dip from recent highs and targets a return to those highs. A mean reversion play on one of Europe's most liquid markets. Works best in range-bound conditions.
Tags
mean-reversionCAC40pullback
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