Remote Funded Mean-Reversion Equity Trader

What You'll Trade

US equities and ETFs with sufficient liquidity, focusing on names where statistical mean-reversion has historical evidence. Most positions are short-term (3–10 trading days). Some variants of the strategy use options structures to define risk and benefit from IV mean reversion alongside price mean reversion.

Day-to-Day

• End-of-day scans for names hitting defined oversold/overbought thresholds (z-score, RSI extremes, ATR distance from a moving average)
• Filter for fundamental disqualifiers — earnings within the holding period, recent guidance changes, sector-wide selling
• Enter at planned levels next session; size off the historical max adverse excursion of similar setups
• Exit on mean-reversion completion or hard stops; do not hold for trend continuation

Risk Profile

Mean reversion's worst losses come during regime changes — when a market shifts from range-bound to trending and the oversold names keep getting more oversold. Maverick traders cap exposure during such regimes and pay attention to broad-market trend indicators as a context filter, not just individual signals.

Who Succeeds in This Role

• Traders who can stand aside during trending markets without forcing trades
• People who think in expectancy and sample size, not single trades
• Candidates with experience cutting losers fast — mean reversion loses worst when you average in
• Traders who understand that win rate alone is meaningless without the loss size to balance it

Why This Role Exists at Maverick

Mean reversion is one of the most studied and best-documented short-term equity strategies. Maverick funds it because the strategy is rule-based, scalable across names, and produces a P&L pattern that diversifies from momentum and trend-following.

Open Locations

This role is open to US-based applicants. Browse mean-reversion equity trader positions by metro: