Short-Term Reversal with Futures
Fade last week’s winners and buy last week’s losers across liquid futures — reversal in a cost-friendly universe.
Definition
Short-Term Reversal with Futures refers to reversal in a cost-friendly universe. Keep that definition fixed when comparing series, managers, or regimes — renaming the same tape does not create a new signal.
Why it matters
It is a named object desks use to frame risk, positioning, or process. When reversal in a cost-friendly universe shifts, related hedges, limits, and narratives usually need an explicit update rather than a quiet assumption.
Case
Suppose a desk is positioned for the opposite of what short-term reversal with futures is saying. If reversal in a cost-friendly universe moves against that book, the first question is not “is the story clever?” but whether size, hedges, and stop logic still match the observation.
How to read it
Keep the definition fixed, then challenge it with cross-checks before sizing. Prefer a short written null hypothesis for Short-Term Reversal with Futures: what would falsify the current reading in the next window?
Ask the macro AI about this object
Opens Copilot with Codex + RAG context, or send the object into Alpha Factory intake.