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Home / Indicators / Keltner Mean-Reversion

Volatility indicator

Keltner Mean-Reversion: what it's actually best at

Buy the lower Keltner band (20,2), exit back at the EMA basis.

13

assets where it was the #1 edge

0.23

average Sharpe across all tests

Volatility

indicator family

Best fits

Assets where Keltner Mean-Reversion won

10Y T-Note (ZN) +0.3%Coffee (KC) +3.3%Lean Hogs (HE) +9.6%Junior Gold Miners (GDXJ) +8.6%United Kingdom (EWU) +0.9%Airbnb (ABNB) +14.0%Gilead Sciences (GILD) +-4.2%Lumentum (LITE) +-19.0%Molson Coors Beverage Company (TAP) +3.9%Skyworks Solutions (SWKS) +2.2%United Parcel Service (UPS) +0.9%Willis Towers Watson (WTW) +-3.4%

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