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
Doea a maximum of three
ES mean reversion Grail went long
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.