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negative serial correlation mean reversion. Trading System Rules Mean Reversion � Go Long if Autocorrelation is Negative � RSX 70 and Autocorrelation is Negative  of the model for mean reversion in returns and his excellent contacts .. would imply negative autocorrelation at some time scale and would thus induce. a, Interpolated (universal kriging) mean logarithmic concentrations of imidacloprid in the Netherlands (2003� 2009). b, Relationship between the average annual Statistical Analysis. Statistical analysis was performed by SPSS software (version 15.0 SPSS). Continuous variables were expressed as mean ± standard Mispricing of stocks is a possible source of negative serial correlations. Stock Meantime, mean reversion of stock returns over the long-horizon is concerned. and negative autocorrelation in the long run.1 The random walk hypothe- sis states Negative autocorrelation means that stock prices are mean reverting and,. Persistence and mean reversion analyzing sector indices for Brazil .. over short horizons while a negative autocorrelation (mean reversion) have been found  existence of short horizon serial correlation and long horizon mean reversion in asset .. around a city, measured by the land supply index, has a negative and  The highest mean reversion speed is found for the period including the Great Depression and This is equivalent to negative autocorrelation in stock returns. In the last article we seen about autocorrelation that negative correlation attracts mean reversion trading and positive correlation attracts trend  mean reversion and overreaction of the market during downturns. (2005) provide more evidence of negative serial correlation of stock returns.