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.
Based on my recollection just
Mean reversion systems SPY and ES
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