Hello and happy Monday (wild action in the market overnight with the futures and on the cash indexes this morning) with the catalysts being the Chinese AI DeepSeek (worries about impacts on NVDA and other US AI companies), as well as some Trump Tariff Tit for Tat, and of course the market was overbought already technically and looking for an excuse to pullback.

With the market pullback here's an update on the mean reversion and volatility systems: 

Mean Reversion Systems

SPY QE BTS long -  no changes, remember that system got a fantastic long basically at the lows, it has a lot of profit

SPY breakout and MES breakout - these systems are on the edge of either taking a 2nd entry or stopping out.  The max entries on the breakout is 2  before it stops out. So this system will either stop out or take a 2nd entry, and if takes a 2nd entry - price needs to go up otherwise it will stop out soon.  
Also - remember I took 1/2 size on MES, looks like that was the right call

Volatility systems: AAPL still staying long, GS still short

see blog post, https://breakpointtrades.com/blog/post/448007/

Matt