Hello everyone, quick update on the reversion to mean systems.
as you know one of the ES sub systems the QE 3 took a 1st entry short at Friday's close. That trade is up nicely at the moment. The minimum reversion to mean target for this trade is a close below the 5 SMA, which is getting close so FYI. Congrats if you took this trade as it's up nicely. I'll follow later on.
The attached image shows the 9 systems that look for shorts on ES - the one that triggered on Friday is at the bottom left, QE 3
Matt