Short-term reversal
17 papers on short-term reversal as a systematic trading strategy. Contrarian and mean-reversion signals at short horizons.
Also searched as: reversal effect, contrarian strategies, mean reversion trading, one-month reversal
Papers172002–2026
Share of the family100 %17 of 17
Asset
Method
Papers by yearShort-term reversal
Related familiespapers shared with this family
| Most cited in each asset | cited by | asset | |
|---|---|---|---|
| Momentum – Reversal Strategy by Yu and ChenEquities | 4 | Equities | 2010 |
| Momentum and Reversal Strategies in Chinese Commodity Futures Markets by Yang et al.Commodities | 2 | Commodities | 2017 |
| Latest additions | asset | |
|---|---|---|
| A Hybrid Momentum-contrarian Portfolio Strategy: Evidence from U.S. Equity Indices (2004-2024) by HoseiniEquities | Equities | 2026 |
| Reversal Anomaly in a Retail-Dominated Market and a Forward Bias Audit of Public Financial Data: Empirical Evidence and Methodological Contributions from the Beijing Stock Exchange by ZhangEquities | Equities | 2026 |
| Volume Profile Mean Reversion Strategy with Tape Speed Confirmation for Cryptocurrency Futures Markets A 5-Year Backtest Study on SOL/USDT Perpetual Contracts by PereraMulti-asset | Multi-asset | 2026 |
| Short-term Reversal in Chinese A-Shares: Statistical Predictability, Economic Tradability, and Multiple Testing by Fang and WangEquities | Equities | 2026 |
| Impact of Quantitative Trading Strategies on Portfolio Performance during Market Volatility: Evidence from Indian Markets by SrivastavaEquities | Equities | 2026 |
Assets with their own page
12 papers| Short-term reversal in equities | 12 |
Short-term reversal in commodities
1 paper| cited by | method | ||
|---|---|---|---|
| Momentum and Reversal Strategies in Chinese Commodity Futures Markets by Yang et al. | 2 | 2017 |
Short-term reversal in multi-asset
1 paper| cited by | method | ||
|---|---|---|---|
| Volume Profile Mean Reversion Strategy with Tape Speed Confirmation for Cryptocurrency Futures Markets A 5-Year Backtest Study on SOL/USDT Perpetual Contracts by Perera | 0 | 2026 |
Short-term reversal, no asset class named
3 papers| cited by | method | ||
|---|---|---|---|
| Model-free Analysis of Dynamic Trading Strategies by Ananova et al. | 0 | 2025 | |
| Short Term Trading Models – Mean Reversion Trading Strategies and the Black Swan Events by Babayev et al. | 0 | 2020 | |
| Mean Reversion Trading with Sequential Deadlines and Transaction Costs by Kitapbayev and Leung | 2018 |
Papers on short-term reversal from other families
3 papers| filed under | ||
|---|---|---|
| Unravelling cross-sectional patterns in cryptocurrencies: a four-factor asset pricing model by Ali et al. | Size premium | 2025 |
| Hidden Momentum in Corporate Bonds by Gao et al. | Momentum and trend following | 2023 |
| Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture by Wood et al. | Momentum and trend following | 2022 |