Mean Reversion (Z-Score)
Neutral - Z-score at -0.16sigma (within +/-2.0sigma)
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Z-score deviations from a 50-day MA - oversold and overbought episodes with forward returns.
- 132 signals since 2000-01-01.
- Neutral - Z-score at -0.16sigma (within +/-2.0sigma)
Current Z
-0.16σ
Price
$742.09
50D MA
$743.44
As of
2026-07-20
When to run this study
Run when price has moved sharply away from its moving average. Most useful during fast selloffs (oversold) or extended rallies (overbought) to gauge whether mean reversion is historically likely and how strong the edge is.
Historical results
Oversold Forward Returns
| Group | N | 1W Avg | 1W WR | 1M Avg | 1M Med | 3M Avg |
|---|---|---|---|---|---|---|
| All Signals | 54 | -0.06 | 51.90 | 1.60 | 2.16 | 3.51 |
| Above 200D MA | 25 | -0.22 | 40 | 1.55 | 2.07 | 4.47 |
| Below 200D MA | 29 | 0.07 | 62.10 | 1.63 | 2.97 | 2.69 |