Mean reversion systems

    Posted by matt on 5th of Apr 2024 at 09:46 am

    I added those trades to the website early this morning

    on another note, on ES there are 3 systems technically in a trade. The top left is one I don't email signals out for, it's the looser Trend/Pullback, it does well but it can have up to 4 entries, it's too aggressive. 

    the Trend/Momo took a second entry -that's basically the same type of system as the 60 Stochastics embedded above 80% where a fast Stochastic gets oversold. I guess technically we could have entered this one as well since we didn't take the first entry and avoided that draw down  - since I only took 1/2 size on the website, I could consider adding another MES contract because of this

    I'm just posting for your information 

    SPY - Ugh. Hard to

    Posted by elementsix on 5th of Apr 2024 at 09:58 am

    SPY - Ugh. Hard to enter up $3... will see if we get a pullback.

    I sent the alert out,

    Posted by matt on 5th of Apr 2024 at 09:50 am

    I sent the alert out, since we only did a 1/2 size on that trend pullback yesterday (1 MES contract instead of 2), and for the fact that the Trend/Momo is in a 2nd entry, I'm adding 1 additional MES contract to the open mean reversion system trade. 

    you of course follow what makes sense for your account and risk tolerance.  To me the market has issues here, but perhaps we can get a bounce soon to close one or both of these out. 

    nice call of mine to

    Posted by matt on 5th of Apr 2024 at 12:23 pm

    nice call of mine to add an extra contract to the MES futures mean reversion long this morning

    https://breakpointtrades.com/archived/?email_id=313634652 

    Matt, the ES trades tab

    Posted by kab34 on 5th of Apr 2024 at 09:50 am

    Matt, the ES trades tab is showing the SPY trades for 2024 -fyi

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