I've enclosed a chart which holds one of the several keys to my investment strategy. This is based off of about 2,000 days of observations. The prior day's value of a certain statistic is on the x-axis. The return of the security on the following day (day after statistic is taken) is on the y-axis. Obviously one would go long the security when the statistic is <1 and short it when it is >1. My question is - does this kind of strategy have a name? Has anyone else used data like this to decipher patterns? Thanks.