Hello and happy Monday (ha ha) boy what a Monday - on the weekend I said 'Hold Onto Your Butts) the quote from the first Jurassic Park movie. 

As you know the mean reversion systems exited last week on the bounce on Wednesday and Thursday morning like a boss and made money have been in cash.  On the weekend I said that we might see one of these mean reversion systems go lon on Monday because of the selloff in the futures, the QE BTS systems. Well, it looks like a filter was triggered and I don't see any of the 21 mean reversion systems triggering today, they will remain in cash. Here's images of all the ES and SPY long sub systems, NONE of them is triggering long today. 

additionally none of the volatility systems are triggering either 

Should we get new lows, we could finally see some of these systems bite - I will keep you informed

Matt