Nice bounce, but obviously this is a news
driven environment at the moment and there is no vote
tonight - so clearly if any surprises happen with in Wash, that
will move the market one way or the other. The systems don't
know news, they only trade off the technicals.
One of the S&P 500 RSI 2 systems closed out today at the
close for a nice trade, it went long last Thursday and Friday at
the close.
I have a second S&P reversion to mean system that also got
an exit signal today, however it will be closing out the long on
Wednesday morning - it went long last Friday at the close - this
system has statistics back to 1983
Otherwise the DVY system which went long last week is still
holding the trade for now.
the other SPY systems are still holding their trades for now as
well.
Here's a link to the performance reports to these systems, right
click on the links below and save to your computer - open them in
I.E.
Update on the Reversion to Mean systems:
Tradestation systems
Posted by matt on 31st of Dec 2012 at 04:53 pm
Update on the Reversion to Mean systems:
Nice bounce, but obviously this is a news driven environment at the moment and there is no vote tonight - so clearly if any surprises happen with in Wash, that will move the market one way or the other. The systems don't know news, they only trade off the technicals.
One of the S&P 500 RSI 2 systems closed out today at the close for a nice trade, it went long last Thursday and Friday at the close.
I have a second S&P reversion to mean system that also got an exit signal today, however it will be closing out the long on Wednesday morning - it went long last Friday at the close - this system has statistics back to 1983
Otherwise the DVY system which went long last week is still holding the trade for now.
the other SPY systems are still holding their trades for now as well.
Here's a link to the performance reports to these systems, right click on the links below and save to your computer - open them in I.E.
SPX daily RSI 1 system (closed out today)
SPX daily alt version (will be closing out on Wed market open)
SPY RSI 2 system one version
DVY daily RSI 2 system report