Hello everyone and happy Friday.

Regarding the reversion to mean systems, as you know the 3 ES systems closed out their shorts yesterday, while the 2 open SPY systems did not, missed by a hair. We have ETF's open and SPY Put options for the two SPY systems that remain open. As I posted this morning on the Trading Community, I probably should have closed out the SPY options yesterday just to be safe since the systems were so close to doing so anyway - was very hectic and didn't come to mind. 

anyway just to be safe I'm manually closing out the SPY options here even though those two SPY systems remain open. I'll keep the ETF's in place, obviously you can choose to just follow the systems and stay in the options, or you can exit your choice.. I'm also going to be making some changes to this in the future, which I'll explain at another time

Matt