Mean-Reversion Equity Trader (Remote, Funded) — New Orleans, LA

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.

New Orleans's financial industry is smaller than the major Texas metros but the city's energy-sector exposure (oil services, midstream) gives it useful commodity-driven context. Central Time alignment with US markets, and a dramatically lower cost of living than the major Southeast or Texas metros.

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.

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.

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