SPY and MES Mean Reversion Systems Trades updates

    Posted by matt on 5th of Nov 2024 at 03:58 pm

    Here's the update guys:

    Out of the SPY and ES mean reversion systems, all are closing out except the Trend/Pullback long on MES, however all there others are closing out, SPY Strap and MES Strap Long, and Trend/Pullback long for SPY.  See attachments, I'm also including screen shots of the historical trade statistics for all these 4 systems

    here's some updated stats on

    Posted by matt on 5th of Nov 2024 at 04:22 pm

    here's some updated stats on those trades, nice trades, clearly nice trade on the MES futures of course because of the leverage 

    guys FYI! Earlier I said

    Posted by matt on 5th of Nov 2024 at 05:57 pm

    guys FYI! Earlier I said the MES Trend/Pullback system was going to continue holding, well it ended up closing out as price went higher in the after hrs cash market, therefore all mean reversion systems for SPY and ES are back in cash

    ES reopens in 5 min I'll send out an email

    I also created a table

    Posted by matt on 5th of Nov 2024 at 06:18 pm

    I also created a table for the volatility systems, I added it along with the SPY/ES mean reversion systems

    you can see AAPL is still long, while GS and SPY close out today, and DIA short closed out yesterday 'in the nick of time'

    Thanks Matt !!!!!    

    Posted by rmoore100 on 5th of Nov 2024 at 09:25 pm

    Thanks Matt !!!!!       Those Vol Systems are fantastic as well !!!!

    Thanks Matt !!!!!!!!    

    Posted by rmoore100 on 5th of Nov 2024 at 04:16 pm

    Thanks Matt !!!!!!!!      Regarding volatility systems, assuming the AAPL and SPY are still long, as you mentioned in your earlier email today ?      Thanks !!!!!!!!!!

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