ES mean reversion Grail went long

    Posted by matt on 19th of Jan 2026 at 04:14 pm

    The 22 mean reversion system combination went long on MESH26 futures. Futures reopen in a couple hrs.  I'll be sending out the trade for the website.

    and again going forward instead of sending all trades for every sub system, in order to keep it simple stupid, gonna send orders out for the combo system, which means a maximum of 3 entries only

    on the attached image mean reversion is at the top, while the KISS with R2M combo is at the bottom

    Doea a maximum of three

    Posted by jlevinthal on 19th of Jan 2026 at 05:24 pm

    Doea a maximum of three entries mean  three for ES Systems and Three for SPY systems  and if another SPY system  or ES system triggers  you will ignor it?

    This is all based on

    Posted by matt on 19th of Jan 2026 at 05:49 pm

    This is all based on MES futures, obviously one could sub SPY or ETF's in place.  

    for mean reversion I have it entering a maximum of 3 entries. However that said I thought about making it even simpler such as 2 entries only (stat wise about 71% of the trades are 1st entry, 22 are 2nd entry and only about 7% are 3 entries.  So 2 or 3 entries maximum on the mean reversion

    on KISS there's there's a max of 2 entries: 1 for the KISS trend and one for the R2M (KISS specific mean reversion trades) 

    so theoretically if mean reversion and 3 entries and KISS had 2 entries, that would be a max of 5 entries possible. However I don't think I've ever seen all active at once because generally when mean reversion is in 3 entries KISS is flat.  So let's say a max of 4 entries, and if one cut the mean reversion down to 2 entries that would be 3 or 4 max

    The third entries on mean

    Posted by jlevinthal on 19th of Jan 2026 at 08:12 pm

    The third entries on mean reversion may be only 7 % of the trades but I bet the most persentage profit and best winning percentage

    yep - and I will

    Posted by matt on 19th of Jan 2026 at 08:48 pm

    yep - and I will report them so you guys can choose to do them or not. 

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