Method4 min read
The dog and the leash
Why this site exists, and the one metaphor it keeps coming back to: price runs, value walks, and the distance between them is the only thing worth measuring.
Category
Method
Screens, statistics, position sizing, and the process underneath everything else on this site.
4posts
Method4 min read
What mean reversion actually means
"It fell a lot, so it should bounce" is not mean reversion — it is hope with a chart attached. The real claim is about stationarity, and it is testable.
Method4 min read
Building a z-score screen that isn't just a bad-news detector
A naive oversold screen returns the week's worst headlines. Four filters turn it into a list of stretched prices — with the code and the reasoning for each.
Method4 min read
The three ways a mean-reversion trade dies
High win rates hide the shape of the loss. Here are the three failure modes, what each one looks like on the way in, and the sizing arithmetic that survives them.