Posted by fredsaid on 15th of Aug 2023 at 04:13 pm
Based on my recollection just about every time the long systems
close out, especially when there are multiple systems closing, the
next day or always within the next 2 we see material down drafts.
It's almost as if the exit of the long systems is actually a
short trigger that can be closed at will within the next 2 trading
days. You may want to consider back testing that.
hilarious - remember yesterday the volatility system went short
on GLD, it just closed out, was a 1 day hold, see bottom right.
AAPL also closed out of the rest
Mean reversion systems SPY and ES
Posted by matt on 15th of Aug 2023 at 03:58 pm
I guess those QE MOMO system and Strap exits yesterday were pretty smart
anything new?
Nothing on SPY, nothing triggering
on ES, looks like the Strap may attempt to go long again (upper right). It was just in a trade and closed out yesterday for a minor winner
The Strap ended up going
Posted by matt on 15th of Aug 2023 at 05:18 pm
The Strap ended up going long on ES. wanted to wait for the ES bar to close in order to confirm.
ES will reopen at 6 pm
other systems that could trigger
Posted by matt on 15th of Aug 2023 at 06:02 pm
other systems that could trigger would be the QE Swing 3 on ES - shows a possible entry but tomorrow 5 pm is a long way off
The QE swing 3 is one of the standard pullback systems. The ones that all closed out yesterday (QE MOMO etc) are all shallow pullback type systems
Based on my recollection just
Posted by fredsaid on 15th of Aug 2023 at 04:13 pm
Based on my recollection just about every time the long systems close out, especially when there are multiple systems closing, the next day or always within the next 2 we see material down drafts. It's almost as if the exit of the long systems is actually a short trigger that can be closed at will within the next 2 trading days. You may want to consider back testing that.
The go short when the
Posted by fredsaid on 24th of Aug 2023 at 10:50 am
The go short when the systems sell system strikes again !
You are so right, fredsaid.
Posted by timebandit on 24th of Aug 2023 at 10:57 am
You are so right, fredsaid. Was thinking the same thing... Sold at the open
hilarious - remember yesterday the
Posted by matt on 15th of Aug 2023 at 04:05 pm
hilarious - remember yesterday the volatility system went short on GLD, it just closed out, was a 1 day hold, see bottom right. AAPL also closed out of the rest
That Dead Cat beat AAPL
Posted by steve on 15th of Aug 2023 at 04:12 pm
That Dead Cat beat AAPL