MRreversal · Long term reversal · De Bondt and Thaler (1985)

Medium-run reversal

Long minus short decile portfolio, value-weighted, market-adjusted. Quarterly, 1927Q3 to 2024Q4.

Expected return · posterior mean, % per year, averaged over the window
Next quarter
2026Q4
2.96%
95% interval −1.40% to 7.30%
Next year
2026Q4–2027Q3
2.95%
95% interval −1.44% to 7.35%
Next five years
2026Q4–2031Q3
2.96%
95% interval −1.65% to 7.52%

Forecast made 16 Sep 2026, conditioning on this portfolio's OAP returns, which end 2024Q4. The 7 quarters between then and 2026Q4 are unobserved and are integrated out under the model.

Cumulative market-adjusted return

+184% since 1927Q3 · log scale

Past performance, annualized

Window Mean Vol. Sharpe t
1927Q3–2024Q4 3.25% 21.90% 0.15 1.46
2020Q1–2024Q4 9.34% 29.54% 0.32 0.71
2024Q1–2024Q4 −9.35% 12.19% −0.77 −0.77

Forecast Sharpe ratio, annualized

Window Mean 95% interval P(neg)
2026Q4 0.14 −0.06 – 0.33 0.09
2026Q4–2027Q3 0.13 −0.06 – 0.33 0.09
2026Q4–2031Q3 0.13 −0.07 – 0.32 0.10
Category
Long term reversal
Form
Continuous
Data
Price
Sorted on
Low minus high
Names per leg
355 long / 367 short median · 68 at the 10th pctile
Original sample
1933–1980