sorry guys, I've been away, had to take my mom to the doctors,
my brother's who normally take here couldn't do it today. Anyway
here's an update on the mean reversions systems:
SPY Mean Reversion Systems:
- Trend/Pullback will
continue to hold- remember this one entered early
- QE BTS has an exit condition, HOWEVER this system
exits the
next day on the open and NOT at the closetoday, so it's
looking to exit tomorrow morning. One could do that or split the
difference and exit 1/2 today at the close and the other 1/2
tomorrow morning
- CCI Divergence exiting at the close
- Bull Exhaustion: exiting at the close
MES Mean reversion Systems:
- CCI divergence exiting
- Bull Exhaustion exiting
- QE BTS
holding
1st and 2nd entry loss on the CCI divergence of course, winner
on the 3rd entry (which made back the 1st entry loss on SPY but not
the 2nd entry on SSO)
clearly Bull Exhaustion had a nice trade, both of which more
than makes up loss on CCI divergence 1st/2nd entry
Mean reversion systems trades update
Posted by matt on 17th of Mar 2025 at 02:17 pm
sorry guys, I've been away, had to take my mom to the doctors, my brother's who normally take here couldn't do it today. Anyway here's an update on the mean reversions systems:
SPY Mean Reversion Systems:
- Trend/Pullback will continue to hold- remember this one entered early
- QE BTS has an exit condition, HOWEVER this system exits the next day on the open and NOT at the closetoday, so it's looking to exit tomorrow morning. One could do that or split the difference and exit 1/2 today at the close and the other 1/2 tomorrow morning
- CCI Divergence exiting at the close
- Bull Exhaustion: exiting at the close
MES Mean reversion Systems:
- CCI divergence exiting
- Bull Exhaustion exiting
- QE BTS holding
here's the updated SPY Mean
Posted by matt on 17th of Mar 2025 at 04:30 pm
here's the updated SPY Mean reversion systems
1st and 2nd entry loss on the CCI divergence of course, winner on the 3rd entry (which made back the 1st entry loss on SPY but not the 2nd entry on SSO)
clearly Bull Exhaustion had a nice trade, both of which more than makes up loss on CCI divergence 1st/2nd entry
tomorrow morning QE BTS will exit
FYI on the MES side
Posted by matt on 17th of Mar 2025 at 05:11 pm
FYI on the MES side of things Bull Exhaustion exited
HOWEVER the CCI divergence and the QE BTS, DID NOT close out!
Am I doing the math
Posted by patellee on 17th of Mar 2025 at 03:07 pm
Am I doing the math right that the Bull Exhaustion would have a profit whereas CCI and QE BTS would be a loss. Maybe it was my entry prices.
I will do a tally
Posted by matt on 17th of Mar 2025 at 03:08 pm
I will do a tally once they are closed out
Yes Bull Exhaustion highly profitable.
CCI divergence for SPY is slightly profitable because of the 3rd entry UPRO