Statistical Mean Reversion - Quantified.
Trade smarter with a Bayesian, regime-based trading strategy that uses data - not hype.
The only overnight mean reversion system built entirely on 10 years of statistical probability and SP500 regime price data.
Statistical Mean Reversion - Quantified.
Trade smarter with a Bayesian, regime-based trading strategy that uses data - not hype.
The only overnight mean reversion system built entirely on 10 years of statistical probability and SP500 regime price data.
Statistical Mean Reversion - Quantified.
Trade smarter with a Bayesian, regime-based trading strategy that uses data - not hype.
The only overnight mean reversion system built entirely on 10 years of statistical probability and SP500 regime price data.
How It Works:
Core Concept:
Stocks often overreact during normal trading hours and then partially correct overnight.
By identifying stocks that follow this pattern with statistically significant consistency, you can exploit predictable overnight reversions.
However, not every stock behaves the same way, the degree and consistency of these reversions depend on both the magnitude of the intraday price change and the broader market regime.
Large intraday moves tend to create stronger and more reliable reversions, especially when aligned with the prevailing market trend.
How It Works:
Core Concept:
Stocks often overreact during normal trading hours and then partially correct overnight.
By identifying stocks that follow this pattern with statistically significant consistency, you can exploit predictable overnight reversions.
However, not every stock behaves the same way, the degree and consistency of these reversions depend on both the magnitude of the intraday price change and the broader market regime.
Large intraday moves tend to create stronger and more reliable reversions, especially when aligned with the prevailing market trend.
How It Works:
Core Concept:
Stocks often overreact during normal trading hours and then partially correct overnight.
By identifying stocks that follow this pattern with statistically significant consistency, you can exploit predictable overnight reversions.
However, not every stock behaves the same way, the degree and consistency of these reversions depend on both the magnitude of the intraday price change and the broader market regime.
Large intraday moves tend to create stronger and more reliable reversions, especially when aligned with the prevailing market trend.
Step 1: Market classification.
Every day, the SP500 is classified into one of five market regimes: Strong Bull, Weak Bull, Sideways, Unpredictable, or Bear based on trend, volatility, and momentum metrics like ATR and moving averages.
Step 2: Probability Modeling.
For each stock and regime, Statistics First Trading analyzes how price behaves overnight following different intraday price moves.
Bayesian probability and p-value filtering isolate statistically valid setups with repeatable overnight reversion patterns.
Step 3: Trade execution.
When a stock’s setup shows a consistent mean reversion bias, a buy signal is sent to users at 3:50 PM EST, and should be queued to be sold at market open the next day, capturing the overnight gap with high accuracy.
Step 4: Validation and Adaptation.
By continuously analyzing market conditions and historical accuracy, Statistics First ensures that only trades are made based on statistically consistent setups, not hype or emotion.
Each alert reflects a real, data-backed probability, allowing traders to act confidently and succeed in any market condition.
Step 1: Market classification.
Every day, the SP500 is classified into one of five market regimes: Strong Bull, Weak Bull, Sideways, Unpredictable, or Bear based on trend, volatility, and momentum metrics like ATR and moving averages.
Step 2: Probability Modeling.
For each stock and regime, Statistics First Trading analyzes how price behaves overnight following different intraday price moves.
Bayesian probability and p-value filtering isolate statistically valid setups with repeatable overnight reversion patterns.
Step 3: Trade execution.
When a stock’s setup shows a consistent mean reversion bias, a buy signal is sent to users at 3:50 PM EST, and should be queued to be sold at market open the next day, capturing the overnight gap with high accuracy.
Step 4: Validation and Adaptation.
By continuously analyzing market conditions and historical accuracy, Statistics First ensures that only trades are made based on statistically consistent setups, not hype or emotion.
Each alert reflects a real, data-backed probability, allowing traders to act confidently and succeed in any market condition.
Step 1: Market classification.
Every day, the SP500 is classified into one of five market regimes: Strong Bull, Weak Bull, Sideways, Unpredictable, or Bear based on trend, volatility, and momentum metrics like ATR and moving averages.
Step 2: Probability Modeling.
For each stock and regime, Statistics First Trading analyzes how price behaves overnight following different intraday price moves.
Bayesian probability and p-value filtering isolate statistically valid setups with repeatable overnight reversion patterns.
Step 3: Trade execution.
When a stock’s setup shows a consistent mean reversion bias, a buy signal is sent to users at 3:50 PM EST, and should be queued to be sold at market open the next day, capturing the overnight gap with high accuracy.
Step 4: Validation and Adaptation.
By continuously analyzing market conditions and historical accuracy, Statistics First ensures that only trades are made based on statistically consistent setups, not hype or emotion.
Each alert reflects a real, data-backed probability, allowing traders to act confidently and succeed in any market condition.
3 Month Live Performance (as of 10/12/2025)*
Stress-tested across live trading leveraged ETFs. Consistent returns, low drawdowns, minimal SP500 correlation.
3 Month Live Performance (as of 10/12/2025)*
Stress-tested across live trading leveraged ETFs. Consistent returns, low drawdowns, minimal SP500 correlation.
3 Month Live Performance (as of 10/12/2025)*
Stress-tested across live trading leveraged ETFs. Consistent returns, low drawdowns, minimal SP500 correlation.
+40.4%
Strategy Return
3.91
Sharpe Ratio
65.43%
Win Rate
+40.4%
Strategy Return
3.91
Sharpe Ratio
65.43%
Win Rate
+40.4%
Strategy Return
3.91
Sharpe Ratio
65.43%
Win Rate
+4.3
SP500 Return
-10.3%
Max Drawdown
0.138
Correlation vs SP500
+4.3
SP500 Return
-10.3%
Max Drawdown
0.138
Correlation vs SP500
+4.3
SP500 Return
-10.3%
Max Drawdown
0.138
Correlation vs SP500
*Performance based on Premium Subscription Tier.
*Results updated weekly.
*Performance based on Premium Subscription Tier.
*Results updated weekly.
*Performance based on Premium Subscription Tier.
*Results updated weekly.
Membership Tiers - Choose Your Access Level
Whether you’re exploring quantitative trading for the first time or looking for institutional-grade mean reversion data, each tier is designed to fit your goals.
Membership Tiers - Choose Your Access Level
Whether you’re exploring quantitative trading for the first time or looking for institutional-grade mean reversion data, each tier is designed to fit your goals.
Membership Tiers - Choose Your Access Level
Whether you’re exploring quantitative trading for the first time or looking for institutional-grade mean reversion data, each tier is designed to fit your goals.
Base - Learn the Framework
($29.99/mo)
Introductory access to statistically consistent mean reversions.
Purpose: Build familiarity with the quantified overnight reversion strategy.
Filter precision: Low
Historical accuracy: 58-62% Wins
Trades per Week: 20-30
Data access:
Daily ETF reversion signals
Access to Base Discord channel
Rolling performance metric reviews weekly
Premium - Expand the Edge ($74.99/mo) [RECOMMENDED]
Broader market coverage and stricter statistical thresholds.
Purpose: Trade across multiple market conditions with statistically stronger setups.
Filter precision: Medium
Historical accuracy: 63-68% Wins
Trades per Week: 8-10
Data access:
Daily ETF reversion signals
Access to Premium and Base Discord channel
Rolling performance metric reviews weekly
SP500 regime classification updates
Ultra - Trade Like a Quant ($99.99/mo)
Institutional-grade signals with the highest statistical confidence and full analytical transparency.
Purpose: Execute only the highest-confidence setups with full access to statistical analysis.
Filter precision: High
Historical accuracy: 65-75% Wins
Trades per Week: 5-8
Data access:
Daily ETF reversion signals
Access to Ultra, Premium and Base Discord channel
Rolling performance metric reviews weekly
SP500 regime classification updates
Access to full statistics metrics associated with each trade
Base - Learn the Framework
($29.99/mo)
Introductory access to statistically consistent mean reversions.
Purpose: Build familiarity with the quantified overnight reversion strategy.
Filter precision: Low
Historical accuracy: 58-62% Wins
Trades per Week: 20-30
Data access:
Daily ETF reversion signals
Access to Base Discord channel
Rolling performance metric reviews weekly
Premium - Expand the Edge ($74.99/mo) [RECOMMENDED]
Broader market coverage and stricter statistical thresholds.
Purpose: Trade across multiple market conditions with statistically stronger setups.
Filter precision: Medium
Historical accuracy: 63-68% Wins
Trades per Week: 8-10
Data access:
Daily ETF reversion signals
Access to Premium and Base Discord channel
Rolling performance metric reviews weekly
SP500 regime classification updates
Ultra - Trade Like a Quant ($99.99/mo)
Institutional-grade signals with the highest statistical confidence and full analytical transparency.
Purpose: Execute only the highest-confidence setups with full access to statistical analysis.
Filter precision: High
Historical accuracy: 65-75% Wins
Trades per Week: 5-8
Data access:
Daily ETF reversion signals
Access to Ultra, Premium and Base Discord channel
Rolling performance metric reviews weekly
SP500 regime classification updates
Access to full statistics metrics associated with each trade
Base - Learn the Framework
($29.99/mo)
Introductory access to statistically consistent mean reversions.
Purpose: Build familiarity with the quantified overnight reversion strategy.
Filter precision: Low
Historical accuracy: 58-62% Wins
Trades per Week: 20-30
Data access:
Daily ETF reversion signals
Access to Base Discord channel
Rolling performance metric reviews weekly
Premium - Expand the Edge ($74.99/mo) [RECOMMENDED]
Broader market coverage and stricter statistical thresholds.
Purpose: Trade across multiple market conditions with statistically stronger setups.
Filter precision: Medium
Historical accuracy: 63-68% Wins
Trades per Week: 8-10
Data access:
Daily ETF reversion signals
Access to Premium and Base Discord channel
Rolling performance metric reviews weekly
SP500 regime classification updates
Ultra - Trade Like a Quant ($99.99/mo)
Institutional-grade signals with the highest statistical confidence and full analytical transparency.
Purpose: Execute only the highest-confidence setups with full access to statistical analysis.
Filter precision: High
Historical accuracy: 65-75% Wins
Trades per Week: 5-8
Data access:
Daily ETF reversion signals
Access to Ultra, Premium and Base Discord channel
Rolling performance metric reviews weekly
SP500 regime classification updates
Access to full statistics metrics associated with each trade
*higher filter thresholds means higher accuracy, but fewer trades per day, as lower accuracy trades are filtered out.
*higher filter thresholds means higher accuracy, but fewer trades per day, as lower accuracy trades are filtered out.
*higher filter thresholds means higher accuracy, but fewer trades per day, as lower accuracy trades are filtered out.
Frequently Asked Questions
Q1. Are these trades automatically executed, or just alerts?
A1: All signals are educational and research based trade alerts sent directly to you. Trades are not automatically executed. You are free to decide how you trade the alerts you are sent.
Q2. How often are signals posted?
A2. Signals are posted daily near market close, at 3:50PM EST.
Q3. Do these results include slippage and commissions?
Q3. Yes, the results shown above are the real results of trading this strategy live on Robinhood, and as such, demonstrate the results of the strategy in real market conditions where slippage and commissions may affect outcomes.
Q4. Is there overlap between tiers?
A4. Each higher tier include all signals from the previous tiers, plus additional information and statistics to help you make higher-confidence setups.
Q5. Can I upgrade easily between tiers?
A5. You can upgrade anytime, instantly unlocking additional datasets and filters.
Q6. How will I receive my alerts?
A6. All alerts are posted automatically to the discord channel that matches your membership tier.
Frequently Asked Questions
Q1. Are these trades automatically executed, or just alerts?
A1: All signals are educational and research based trade alerts sent directly to you. Trades are not automatically executed. You are free to decide how you trade the alerts you are sent.
Q2. How often are signals posted?
A2. Signals are posted daily near market close, at 3:50PM EST.
Q3. Do these results include slippage and commissions?
Q3. Yes, the results shown above are the real results of trading this strategy live on Robinhood, and as such, demonstrate the results of the strategy in real market conditions where slippage and commissions may affect outcomes.
Q4. Is there overlap between tiers?
A4. Each higher tier include all signals from the previous tiers, plus additional information and statistics to help you make higher-confidence setups.
Q5. Can I upgrade easily between tiers?
A5. You can upgrade anytime, instantly unlocking additional datasets and filters.
Q6. How will I receive my alerts?
A6. All alerts are posted automatically to the discord channel that matches your membership tier.
Frequently Asked Questions
Q1. Are these trades automatically executed, or just alerts?
A1: All signals are educational and research based trade alerts sent directly to you. Trades are not automatically executed. You are free to decide how you trade the alerts you are sent.
Q2. How often are signals posted?
A2. Signals are posted daily near market close, at 3:50PM EST.
Q3. Do these results include slippage and commissions?
Q3. Yes, the results shown above are the real results of trading this strategy live on Robinhood, and as such, demonstrate the results of the strategy in real market conditions where slippage and commissions may affect outcomes.
Q4. Is there overlap between tiers?
A4. Each higher tier include all signals from the previous tiers, plus additional information and statistics to help you make higher-confidence setups.
Q5. Can I upgrade easily between tiers?
A5. You can upgrade anytime, instantly unlocking additional datasets and filters.
Q6. How will I receive my alerts?
A6. All alerts are posted automatically to the discord channel that matches your membership tier.
Inside the Discord - Where Data Becomes the Trade
Your subscription grants instant access to a private Discord where all strategy updates, signals, and analyses are posted daily.
No spam or hype, just quant research and data transparency.
All alerts are delivered automatically through our private Statistics First Trading Discord - built for speed, clarity, and transparency.
Each tier has its own channel, updated daily with signals matched to your membership level.
Base Tier
Receive simplified trade alerts showing the current SP500 market regime, the expected direction for select ETFs, and a qualitative confidence rating (High, Moderate, or Limited).
Compact, fast, and easy to read.
Premium Tier
Get data-backed mean reversion setups with added quantitative detail, including average historical returns, p-values, and statistical confidence.
Each message provides both the market context and the strength of the historical edge.
Ultra Tier
Access our highest-confidence signals, powered by full Bayesian probability models.
These alerts include detailed stats like Bayesian probability (BayesP), historical win/loss breakdowns, average returns, and sample sizes, giving you complete transparency behind every trade setup.
Delivery and Timing
• Alerts post automatically each afternoon 3:50 PM EST, before market close.
• Notifications include all relevant tickers for that day’s setups.
• Each alert is labeled by market regime (Strong Bull, Weak Bull, Sideways, Unpredictable, or Bear) for full context.
• You can access past alerts and results in pinned Discord channels for performance review.
Transparency Disclaimer - Please Read
All trade alerts, probability tables, and statistical outputs provided by Stats First Trading are for informational and educational purposes only. These alerts are derived solely from historical market data and statistical backtests and do not constitute financial, investment, or trading advice.
You are solely responsible for evaluating the information provided and for making all trading or investment decisions. Stats First Trading and its affiliates do not make any guarantees of future performance, accuracy, or profitability. Past statistical performance does not guarantee future results.
Trading financial instruments, including options and leveraged ETFs, involves substantial risk of loss and is not suitable for all investors. By accessing or acting on any information from Stats First Trading or its Discord server, you acknowledge that you assume full responsibility for all trades you place and agree that Stats First Trading, its owners, affiliates, and contributors bear no liability whatsoever for any direct or indirect losses incurred.
By using this service, you agree that all trade decisions are made at your own discretion and risk, and that the information provided is intended strictly as data-driven analysis of historical behavior, not as personalized recommendations or financial guidance.
Inside the Discord - Where Data Becomes the Trade
Your subscription grants instant access to a private Discord where all strategy updates, signals, and analyses are posted daily.
No spam or hype, just quant research and data transparency.
All alerts are delivered automatically through our private Statistics First Trading Discord - built for speed, clarity, and transparency.
Each tier has its own channel, updated daily with signals matched to your membership level.
Base Tier
Receive simplified trade alerts showing the current SP500 market regime, the expected direction for select ETFs, and a qualitative confidence rating (High, Moderate, or Limited).
Compact, fast, and easy to read.
Premium Tier
Get data-backed mean reversion setups with added quantitative detail, including average historical returns, p-values, and statistical confidence.
Each message provides both the market context and the strength of the historical edge.
Ultra Tier
Access our highest-confidence signals, powered by full Bayesian probability models.
These alerts include detailed stats like Bayesian probability (BayesP), historical win/loss breakdowns, average returns, and sample sizes, giving you complete transparency behind every trade setup.
Delivery and Timing
• Alerts post automatically each afternoon 3:50 PM EST, before market close.
• Notifications include all relevant tickers for that day’s setups.
• Each alert is labeled by market regime (Strong Bull, Weak Bull, Sideways, Unpredictable, or Bear) for full context.
• You can access past alerts and results in pinned Discord channels for performance review.
Transparency Disclaimer - Please Read
All trade alerts, probability tables, and statistical outputs provided by Stats First Trading are for informational and educational purposes only. These alerts are derived solely from historical market data and statistical backtests and do not constitute financial, investment, or trading advice.
You are solely responsible for evaluating the information provided and for making all trading or investment decisions. Stats First Trading and its affiliates do not make any guarantees of future performance, accuracy, or profitability. Past statistical performance does not guarantee future results.
Trading financial instruments, including options and leveraged ETFs, involves substantial risk of loss and is not suitable for all investors. By accessing or acting on any information from Stats First Trading or its Discord server, you acknowledge that you assume full responsibility for all trades you place and agree that Stats First Trading, its owners, affiliates, and contributors bear no liability whatsoever for any direct or indirect losses incurred.
By using this service, you agree that all trade decisions are made at your own discretion and risk, and that the information provided is intended strictly as data-driven analysis of historical behavior, not as personalized recommendations or financial guidance.
Inside the Discord - Where Data Becomes the Trade
Your subscription grants instant access to a private Discord where all strategy updates, signals, and analyses are posted daily.
No spam or hype, just quant research and data transparency.
All alerts are delivered automatically through our private Statistics First Trading Discord - built for speed, clarity, and transparency.
Each tier has its own channel, updated daily with signals matched to your membership level.
Base Tier
Receive simplified trade alerts showing the current SP500 market regime, the expected direction for select ETFs, and a qualitative confidence rating (High, Moderate, or Limited).
Compact, fast, and easy to read.
Premium Tier
Get data-backed mean reversion setups with added quantitative detail, including average historical returns, p-values, and statistical confidence.
Each message provides both the market context and the strength of the historical edge.
Ultra Tier
Access our highest-confidence signals, powered by full Bayesian probability models.
These alerts include detailed stats like Bayesian probability (BayesP), historical win/loss breakdowns, average returns, and sample sizes, giving you complete transparency behind every trade setup.
Delivery and Timing
• Alerts post automatically each afternoon 3:50 PM EST, before market close.
• Notifications include all relevant tickers for that day’s setups.
• Each alert is labeled by market regime (Strong Bull, Weak Bull, Sideways, Unpredictable, or Bear) for full context.
• You can access past alerts and results in pinned Discord channels for performance review.
Transparency Disclaimer - Please Read
All trade alerts, probability tables, and statistical outputs provided by Stats First Trading are for informational and educational purposes only. These alerts are derived solely from historical market data and statistical backtests and do not constitute financial, investment, or trading advice.
You are solely responsible for evaluating the information provided and for making all trading or investment decisions. Stats First Trading and its affiliates do not make any guarantees of future performance, accuracy, or profitability. Past statistical performance does not guarantee future results.
Trading financial instruments, including options and leveraged ETFs, involves substantial risk of loss and is not suitable for all investors. By accessing or acting on any information from Stats First Trading or its Discord server, you acknowledge that you assume full responsibility for all trades you place and agree that Stats First Trading, its owners, affiliates, and contributors bear no liability whatsoever for any direct or indirect losses incurred.
By using this service, you agree that all trade decisions are made at your own discretion and risk, and that the information provided is intended strictly as data-driven analysis of historical behavior, not as personalized recommendations or financial guidance.
Trade with Data. Think in Probabilities.
Join Statistics First Trading and access live Bayesian mean reversion signals.
Trade with Data. Think in Probabilities.
Join Statistics First Trading and access live Bayesian mean reversion signals.
Trade with Data. Think in Probabilities.
Join Statistics First Trading and access live Bayesian mean reversion signals.
Stats First Trading
About
Results
Membership
Legal
Disclaimer
Terms
Privacy
Stats First Trading
About
Results
Membership
Legal
Disclaimer
Terms
Privacy
Stats First Trading
About
Results
Membership
Legal
Disclaimer
Terms
Privacy