mean reversion systems possible exits

    Posted by matt on 23rd of Apr 2024 at 09:52 am

    possible exit on these systems in yellow if prices close up near morning highs

    SPY mean reversion systems
    - CCI divergence
    - QE BTS

    MES mean reversion systems
    - CCI divergence, TRend/Pullback

    mean reversion systems update; at

    Posted by matt on 23rd of Apr 2024 at 02:57 pm

    mean reversion systems update; at this moment in time, all the mean reversion systems are looking to close out except for the QE BTS on ES - though even if that one holds, I may elect to scale out of some of it

    on the attached image - this system is on the bottom right

    possible exit on these systems in yellow if prices close up near morning highs

    SPY mean reversion systems
    - CCI divergence
    - QE BTS
    - Trend/Pullback

    MES mean reversion systems
    - CCI divergence, Trend/Pullback
    - Trend/Pullback

    QE BTS holding

    here's the current gain/loss on

    Posted by matt on 23rd of Apr 2024 at 03:35 pm

    here's the current gain/loss on the mean reversion systems with current prices, nice trades!  on MES futures the gains are nice for 2nd and 3rd entries because of the increase trade size and better entries 

    more than enough here for a subscriber to pay for their BPT membership for many years

    damn I always forget about

    Posted by matt on 23rd of Apr 2024 at 04:19 pm

    damn I always forget about this -on the SPY mean reversion systems the QE BTS exits longs NOT at the close but on the following morning open - see attached image, the QE BTS is on the upper right notice it didn't close out, but has the exit on the trade bar - it will exit tomorrow morning.  That said I already sent the alert so I'll just use today's prices. 

    ES bar hasn't closed yet which is why you still see those open

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