A Backtest On U.S. Bank Stocks, Trading Preparation and Chart Analysis
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JP Morgan (JPM), Citigroup (C) and Bank of America (BAC): Short-term momentum or mean reversion? I ran a backtest on the three major U.S. banks to assess if these stock show momentum or mean reversion characteristics over the short-term. I tested how these stocks performed on the trading session after a having 3 consecutive down days and then after having 3 consecutive up days.
A Backtest On U.S. Bank Stocks, Trading Preparation and Chart Analysis
A Backtest On U.S. Bank Stocks, Trading…
A Backtest On U.S. Bank Stocks, Trading Preparation and Chart Analysis
JP Morgan (JPM), Citigroup (C) and Bank of America (BAC): Short-term momentum or mean reversion? I ran a backtest on the three major U.S. banks to assess if these stock show momentum or mean reversion characteristics over the short-term. I tested how these stocks performed on the trading session after a having 3 consecutive down days and then after having 3 consecutive up days.