Reversion to mean systems trades

    Posted by matt on 2nd of Mar 2023 at 03:50 pm

    SPY systems:

    - Trend/Pullback is holding and staying long
    - QE BTS is exiting
    - Strap is exiting
    - the newer bear long that didn't exit is staying long

    ES systems:

    Most of the reversion to mean systems are exiting today: on ES looks like all of the are exiting: Bear long both versions. By the way one of the bear long systems took a 2nd entry yesterday which I didn't report because it's the less profitable version but obviously would have been good to take that, Strap exiting. ES doesn't confirm until 5 pm EST but that's what it's looking like at this moment. 

    The remaining ES longs have

    Posted by James_Roe on 2nd of Mar 2023 at 05:03 pm

    The remaining ES longs have exited.

    STrap exited its 1st and 2nd Entry at: 3983.

    Both Long Bears exited their 1st entry at 3983.

    IMPORTANT!!! regarding the SPY systems the

    Posted by matt on 2nd of Mar 2023 at 04:03 pm

    IMPORTANT!!!

    regarding the SPY systems the QE BTS exits TOMORROW on the open NOT today ! It slipped my mind that that system exited on the next day, it's not one of the new next bar open systems, it's always been that way. 

    another option is to exit 1/2 today and 1/2 tomorrow morning to split the difference. Most of the markets gains are made on overnight gaps, that's why the stats are higher for exiting the next day

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