Posted by pintopower on 4th of Oct 2023 at 07:15 am
Matt - I would agree with Mundy to please not tweak the systems
too much. For 2022, I usually ignored the first trade and
only took subsequent trades (SPY only) on your mean reversion
systems. I think when you look at the data from 2022,
subsequent trades we’re all positive. It was the initial
trades that were sometimes negative.
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Matt - I would agree
Hi Matt, I have been following your systems from way ...
Posted by pintopower on 4th of Oct 2023 at 07:15 am
Matt - I would agree with Mundy to please not tweak the systems too much. For 2022, I usually ignored the first trade and only took subsequent trades (SPY only) on your mean reversion systems. I think when you look at the data from 2022, subsequent trades we’re all positive. It was the initial trades that were sometimes negative.