very good month for me. mean-reversion worked wonders, but i crapped my pants twice per week. i am willing to crap my pants everyday to keep this market going, but i think the party will soon be over.
i am really curious how well the trend following (is it the same thing as momentum strategy?) worked this month.
does anybody have ideas whether both approaches (momentum and mean-reversion) usually co-exist peacefully on a given day, week, month? or does one typically dominate the other?