Mean-Reversion Equity Trader (Remote, Funded) — San Antonio, TX

A mean-reversion equity trader at Maverick takes positions against short-term extremes in US equities — buying oversold conditions, selling overbought conditions, and holding for a return to a defined statistical mean. The strategy is most profitable in range-bound markets and gets punished in strong trends, which means a mean-reversion trader has to be honest about the market regime and willing to size down (or stand aside) when conditions don't favor the approach.

San Antonio, TX: San Antonio is anchored by USAA — one of the largest financial-services employers in the country — plus a growing cluster of insurance and asset-management operations. Central Time gives the metro clean alignment with US markets, and the cost of living is among the lowest of any major Texas city.

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.

Risk framework: 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.

Why Maverick funds this role: 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.

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