A 2.11 Sharpe mean-reversion strategy: - More than 3x the return of S&P 500 and ~1.5x Nasdaq-100 since 1999 - 20% max drawdown vs. 57% S&amp

A 2.11 Sharpe mean-reversion strategy: - More than 3x the return of S&P 500 and ~1.5x Nasdaq-100 since 1999 - 20% max drawdown vs. 57% S&amp