Mean Reversion systems update

    Posted by matt on 22nd of Jul 2024 at 09:41 am

    nice bounce this morning - nothing new to report on these mean reversion systems that went long on Friday.  My guess would be that the QE MOMO will be the first one to exit - but price needs to get a bit higher first - without looking at the setttings I think a close above the 8 day MA is needed for an exit on the QE MOMO

    no changes, mean reversion systems

    Posted by matt on 22nd of Jul 2024 at 03:52 pm

    no changes, mean reversion systems staying long

    I have contractors over today adding more drainage on the side of my house, so been in and out dealing with that

    Matt, I don't recall from

    Posted by kab34 on 22nd of Jul 2024 at 01:28 pm

    Matt, I don't recall from the past VIX QQQ trades, but will you share when the trade should close like you do with the mean reversion? Thanks.

    QE MOMO - I took

    Posted by DigiNomad on 22nd of Jul 2024 at 10:03 am

    QE MOMO - I took off half near the top. I had a massive allocation on an a 1% move was not something I wanted to give up completely. I'll look to add again, especially if we get a second entry on more weakness. 

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