mitchell - I replied to your question below, but I also wanted
to point out why that QE BTS system is no where close to exiting.
Just from a simple standpoint look how far SPY is still below
its 9 day EMA even after this bounce today. The market has
had a nice bounce today so far but even still it's barely made a
dent on the reverting back to the mean, that system is no where
close to exiting
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mitchell - I replied to
SPY systems early notification
Posted by matt on 1st of Oct 2021 at 01:52 pm
mitchell - I replied to your question below, but I also wanted to point out why that QE BTS system is no where close to exiting. Just from a simple standpoint look how far SPY is still below its 9 day EMA even after this bounce today. The market has had a nice bounce today so far but even still it's barely made a dent on the reverting back to the mean, that system is no where close to exiting