A lot of you may not realize this even though I"ve mentioned it many times; That % gain/loss on the KISS tables is computed from the next day open prices, NOT the day the system went long at the close. So if one of the systems went long on Dec 15th at the close, the table uses the prices from the next day open - we did that assuming that a lot of people would not enter the trade in after hrs and instead wait for the next morning and reflect mor eof a real world.  What is better, the stats are generally slightl better entering that same day.

the high performance versions however since I have various time frames like 78 min (5 daiiy bars), 130 min (3 daily bars), 1/2 day (2 daily bars), will be computed from that entry date and time.

That said - another thing I also mentioned was let's say a 78 min triggered at 10:48 am, even if one waited until the close, the stats are not going to be much lower/worse than if one entered at that intra day time, why? Well, let's say one of the 78 min systems holds trades for an avearge of 34 days, a few hrs won't make that huge off a difference. IF trades were held for a couple days, then yeah