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Hey guys, Just backtested an interesting mean reversion strategy, which achieved 2.11 Sharpe, 13.0% annualized returns over 25 years of backtest (vs. 9.2% Buy&Hold), and a maximum drawdown of 20.3% (vs. 83% B&H). In 414 trades, the strategy yielded 0.79% return/trade on average, with a win rate...