Mean-Reversion Equity Trader (Remote, Funded) — Arlington, 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.

Arlington, TX: Arlington sits between Dallas and Fort Worth in the DFW metro, with full access to the metro's financial labor market at a meaningfully lower cost than either anchor city. Central Time alignment, no state income tax.

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