For me it is quite easy to come up with Mean Reversion-type strategies and have a mental block towards trend following/momentum-type strategies. For example, one of my mean reversion strategies consistently loses money (thankfully still in SIM) and made me wonder should be taking the opposite of buy/sell signal generated by my strategy. To expand on this further: I pairs trade index futures (ES VS NQ, ES VS YM, ES VS RTY etc...) in an unusual way (using net change in $dollar terms) and have a Z-score defined, enter long when Zscore is -2 or lower and go short when Zscore is +2 or higher. This almost consistently losses money - I was wondering if I were to do the opposite i.e., go long when Zscore is +2 or higher and go short when Zscore is -2 or lower would it make mine a trend following strategy? I'm going to make that change to my algo and see how it performs in simulated environment but I thought I would check here and see what others thought.