Hello and good morning everyone, as you know the market is down strongly this morning.
As far as the 22 SPY and ES systems, at this moment the DVDS short is meeting trigger conditions for a 1st entry short on ES (was overnight and earlier as well). The 1st image shows the 10 short sub systems that we run across ES, we also run them on SPY (nothing is triggering on SPY at this time). On the image the DVDS system is on the upper right. I've also included the statistics for this sub system, and even the trade list going back to 2000. Historically this has been one of the longer held shorts, 17 days on average (you can see that in the stats reports)
again this is just an early heads up, this is an end of day/bar system, and won't confirm until 5 pm ES close
Matt



