Remember per my discussion yesterday that all the mean reversoin systems closed out yesterday at the close EXCEPT for the QE BTS SPY system trade, I said that system doesn't exit at the close, but at the next day's open. see chart and I updated the trade on the trade table using today's open prices - the system got slightly better prices than the close of yesterday
Nice system trades over the past couple of weeks, the mean reversion systems did their job!
Matt