Hello Everyone, been swamped since after the close. First off regarding the SPY system that took a 1st entry short, some of you caught that I had a typo for the SPY option, it should have been SPY Put option with 396 Strike (I had 368), Dec 30th expiration.
Secondly on ES the QE BTS took a 2nd entry short. Also the Hi Mid Low Ver 2 took a 1st entry (this is the version that has the poorer stats but has taken a lot more trades this year), Ver 1 has not triggered. Considering that QE BTS is in a trade already one can be picky and not do all of these.
Attached images show the open reversion to mean systems trades and charts. On a side note, I just noticed that the systems have captured nearly 3700 ES points this year, that's almost equivalent to the index itself, which is 3800. Has captured 97% of the value of the index on a point by point basis, crazy.
Matt