In financial market, all asset price are time series (e.g. stock prices, commodity price, cryptocurrency price, and etc.). Therefore, we will try to find out which asset prices has a mean reversion property, and using this property to create a trading strategy. The strategy will be very simple in which we will try to identify the long-run mean of the asset prices and then trade against its price to the long-run mean.
To illustrate, if price of stock A is mean reverting, when the asset price is above the average price, we will make a sell position on the stock (buy position if the price of stock A is below the average price), because the asset price is expected to move toward to their average price. And if the asset price exhibits a mean reverting as we expected, the strategy will be a profitable and very simple.