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Research record
Abstract
A mass-experiment framework for investigating whether short-horizon equity-price dislocations produce robust and investable reversal alpha. The study covers 20 signal families, 232 causal signal specifications and 13,920 configurations under consistent execution, portfolio construction, transaction-cost and walk-forward validation rules.
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Classification
Research keywords
01mean reversion02short-term reversal03statistical arbitrage04walk-forward OOS05multiple testing06transaction costs07systematic equities
Research disclosure
Research and educational material only. Nothing published here constitutes investment advice, solicitation or an offer to trade.