Archives -> SPY and ES mean reversion systems - SPY QE BTS closed out this morning, not yesterday

SPY and ES mean reversion systems - SPY QE BTS closed out this morning, not yesterday

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

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