doesn't matter as we closed these out a couple weeks ago but here's a follow up on the DVDS shorts. 

posting this to show an example of why I run the systems on both ES and SPY. You don't get the same trades many times and this is an example of that

the ES DVDS short closed out near the highs with a stop at a loss as you can see - it stopped out when the DVDS closed over 0.97, which was its stop. 

For SPY the DVDS did not close over 0.97, got close but didn't and so it's still technically short, which is finally playing out. 

This happens a lot where the same system trades differently on SPY and ES, you don't get the same trades and many times one enters or exits better, as is the case here.

now...I don't want anyone getting but hurt that the SPY DVDS is still technically short and feel like you are missing out. The website does not have the trade open, and I'm not showing you this for that reason, I'm showing you as a real time example of why I run the 21 reversion to mean systems on both the SPY and ES and not just ES.  Also, even though the DVDS is doing better this time on SPY, it switches back and forth, many time the systems do better on ES than SPY, then other times they do better on SPY - it's back and forth.

Also regarding this system trade - even though the SPY is still technically short - I still consider it sort of a failed trade because the way it holds for so long through all that sideways move is not ideal for me. I would have preferred for the system to just closed out in late April vs holding through all that