Loss aversion reversion to mean exit strategy

Overview

This post talks in detail about the technical aspects of our exit strategy

Exit scenarios

• 5% capital gain or price reaches 30 day moving average
• -2.5% capital loss
• position held more than 2 week

Related references

• Loss aversion reversion to mean trading strategy
• Technical entry point for loss aversion reversion to mean
• US/China 4th June 2019 macro trend reversal
• Large dips signal for macro downtrend