Good morning all and happy Monday. FYI the hi mid lo system is meeting conditions for a 1st entry short again on ES (far left middle chart). We've seen this system try and trigger over the last week or so a few times only to lose the conditions by the close. We'll see if the conditions hold today by the close or go away again. . I've also included the stats. This is Ver 1 of the hi mid lo, I have two versions.
also this system tends to hold for very short periods of time, a pure mean reversion, it does not attempt to hold for big trades.
Matt