I posted this update on the Trading Community and decided to email it out because I may elect to cover 1/2 of the short today.

Regarding the system short, as I suspected the system is NOT looking to exit because the momo trending indicator is red - see the left chart. 

If I turn that momo condition off the system would exit today by the simple mean reversion - to the right.

I've included the statistics to both versions below the chart. The max draw down is the same for both

what I may do today is cover 1/2 and leave 1/2.

Matt