Yes the NYMO closed below it's lower BB's a second consecutive
day, see 1st image. That's the unrefined systems
The 2nd image shows the ones I did some backtesting on a while
back with more stringent settings. On these versions the SPX did
not yet go long. The DIA and QQQ went long today but the IWM did
not. I added stats for the QQQ and DIA for these
McClellan Systems update
Posted by matt on 18th of Aug 2021 at 04:21 pm
Yes the NYMO closed below it's lower BB's a second consecutive day, see 1st image. That's the unrefined systems
The 2nd image shows the ones I did some backtesting on a while back with more stringent settings. On these versions the SPX did not yet go long. The DIA and QQQ went long today but the IWM did not. I added stats for the QQQ and DIA for these
The backtesting number look really
Posted by generic on 19th of Aug 2021 at 12:45 am
The backtesting number look really good v/s regular, how far back did you back test the data.