this graphic shows what I was discussing below with that short on SPY

The chart on the right shows the system with the momo indicator on,  therefore it will not close trades when price closes below the 8 MA if the momo indicator is red at the time, when it's green it will exit.  On the most recent trade the momo indicator was red yesterday and that's why it held

the chart on the left  shows the momo indicator turned off, therefore any shorts are simply reversion to mean trades that close out cover on a close below the 8 SMA, as you can see it closed yesterday.

Here's the conundrum: the version where the momo is off on the left that version will actually be re-shorting today at the close for a NEW trade.  

However the version on the right which is closing out today, cannot enter a new short because the system cannot logically close out a trade on the same bar and then then re-enter that same trade on the same closing bar.  It would have to short Monday or another day 

One option for me would be to just leave the system short and issue a 2nd entry, however I hate trying to make that decision on the fly, plus shows the market go higher other systems will trigger, I'll probably just send the close exit here today. Anyway simply disclosing to you the information