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
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 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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mean reversion systems update; at
mean reversion systems possible exits
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