Inputs from Ilya on loss aversion and reversion to mean trading strategy

The key hypothesis: customers of established companies with short term negative sentiment are more sticky that assumed
The key ratio of concern will be the Sharpe ratio measured by monthly average as well as yearly average
To bench mark against S&P index to figure out if there is in fact an Alpha when deploying such strategy
Fund clients expect a returns during market down turns as well as during bull markets
need to figure out how to avoid the buy trigger which will continuously trigger 2.5% losses during a period of market downturn.
A good way to hedge and generate leverage would be to short the same amount on the S&P index (SPY) every time you attempt buy into a position utilizing the strategy.
Miscellaneous to take into account
- dividend paid out by S&P index as well as any paid out by strategy
  - Average dividend for the S&P is 2%
- Standard deviation for S&P versus strategy
  - S&P standard deviation is 0.9%
- Transactions cost
- borrowing cost for shorting S&P during period