SPY/ES mean reversion systems new trades

    Posted by matt on 19th of Dec 2024 at 04:22 pm

    Today on the SPY side of things the CCI divergence system triggered a 1st entry long, really good stats on this one

    next, on the MES side of things the Trend/Pullback is triggering a 1st entry long today. Yesterday the system triggered an entry on SPY, so ES is a day later

    here's the stats on the CCI system, PF of 251, 96% winning trades - it doesn't hold long however

    Could you explain "next, on

    Posted by sim2009 on 19th of Dec 2024 at 05:15 pm

    Could you explain "next, on the MES side of things the Trend/Pullback is triggering a 1st entry long today."  The Trend/Pullback MES system triggered a 1st entry long as posted on 12/17, and a 2nd entry long as posted yesterday at 5:37 pm.  BTW the online table of MES trades shows the 1st MES entry for Trend/Pullback of 12/17 but not the 2nd entry.

    I sent an email to

    Posted by matt on 19th of Dec 2024 at 05:56 pm

    I sent an email to clarify that for others who were confused

    Hi Matt, Hoping I didn't miss

    Posted by jhcook on 19th of Dec 2024 at 04:59 pm

    Hi Matt,

    Hoping I didn't miss something but I thought the Trend/Pullback on MES took a first entry long on Tuesday and then a second entry yesterday. Is this a third entry long? 

    Thanks.

    I clarified this morning that

    Posted by matt on 19th of Dec 2024 at 05:35 pm

    I clarified this morning that yesterday was the Trend/MOMO not the Trend/Pullback - easy to confuse with almost similar names. 

    this is what is long

    Hi Matt, this is different

    Posted by jafoor84 on 20th of Dec 2024 at 01:44 am

    Hi Matt, this is different from what you send to email in terms of amount (number of contracts). The trend Momo was 2 contract first entry and then 4 contracts second entry. For the spy systems, you used 10k for QE bits and 10k for trend/pullback. Please check email you send on 18/12

    Are these only confirmed 1

    Posted by bdw2trade on 19th of Dec 2024 at 04:35 pm

    Are these only confirmed 1 hour after the close ?
    So close to that gap you'd think it would come into play but maybe a bounce then down the track a re-test but with my recent performance, ha.

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