so obviously because the market sold off from the intra day highs that SPY Exhaustion short won't trigger at the close. However the daily overall condition is still being met, it starts to trigger when SPY has closed for more than 26 consecutive days above its 8 day SMA.  That is still the case today, however I have other filters that have to be met besides that such as an overbought %R indicator etc which is why it didn't trigger today.  The point is, this condition could still very well trigger in the coming days as long as the SPX remains above its 8 day SMA and if it has another push attempt as the SPY is still meeting that >26 constitutive days over the SMA

    I have SPY closing below

    Posted by pep8261 on 14th of Jan 2020 at 04:08 pm

    I have SPY closing below its 8day SMA on Dec 30. ---321.08  close vs an ma of 321.32.  Prices/calculation from Tradestation.  Are you using a HLC MA or perhaps I'm off somehow?

    it's actually the 9 SMA

    Posted by matt on 14th of Jan 2020 at 04:16 pm

    it's actually the 9 SMA not the 8, sorry, price did not close below it earlier in the month

    got it! thanks Matt.

    Posted by pep8261 on 14th of Jan 2020 at 04:27 pm

    got it! thanks Matt.

    and as I type that

    Posted by matt on 14th of Jan 2020 at 04:02 pm

    and as I type that ES futures have came WAY back. in fact wouldn't be surprised to see them go positive

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