So got a bit of a complicated situation. At the moment the SPY Breakout system is triggering long, looking to go long at the close. You might say why today we are not breaking out. Well there's an RSI 2 filter in there that prevents it from going long if the market is too stretched in the very short term i.e. an RSI 2 indicator is say over 99%.  Without that filter the system would have actually went long last week, and would have been stopped this morning for a small winning trade as you can see from the image.  The trade with the RSI 2 filter was filtered out from going long last week and would now be going long today instead.  I've attached two images, one shows the breakout sub system with and without the RSI 2 filter. And the second image shows the statistics to both conditions. The version with the filter has slightly better stats i.e. a profit factor of 22.4 vs 16.3, and 91.8% vs 91% winning trades, and especially a lower draw down of -2.5K vs -4.4K without the filter. The total gains however are lower with the filter for the obvious reasons that some good trades were filtered out in the past.

anyway I'll probably go ahead and send this trade out for the system as I had settled on the RSI 2 condition earlier this year, but obviously a bit weary since we just got out of a bit trade and the symmetry break on the 2hr time frame. that said the Breakout Trade only has 2 possible entries and will stop out if price simply sold off hard.  

I'm not trying to make this more complicated, I'm just giving you all the info to make an informed decision on your own