Hello everyone, the remaining SPY systems are exiting and going back to a cash position at the close. Also do not construe these as sell signals for the markets, the reversion to mean systems look for statistical opportunities to catch trades when the market is stretched, then exit those trades once the condition plays out.
here's a links to a post I made describing the SPY and ES systems. The ES systems actually caught two additional trades that the SPY systems missed.
https://breakpointtrades.com/blog/post/357840/
Matt