Successfully finding Alpha with mean reversion signals
Markets rarely move in straight lines, and that’s where opportunity hides. Our new Quantitative Edge model looks for moments when sectors or regions drift too far from fair value, combining valuation dislocations with price-momentum signals to flag potential mean-reversion trades.
After analysing more than 400 past investment signals, our framework has delivered outstanding results, especially in post-COVID markets where dislocations have been most extreme. With hit rates above 70% for high-conviction “Strong Buy” signals and disciplined exit rules, the model acts as both an idea generator and a tactical overlay for market-neutral strategies.
In short, Quantitative Edge turns market noise into strategy, providing a transparent, rules-based lens for identifying where relative value opportunities may emerge next.
Please click here for the Quantitative Edge methodology details.