SPY Mean reversion systems - Trend will trigger 1st entry today

    Posted by matt on 20th of Jan 2026 at 02:46 pm

    I'll confirm around the close

    Matt, did this trigger?

    Posted by meve on 20th of Jan 2026 at 04:12 pm

    Matt, did this trigger?

    I have two versions of

    Posted by matt on 20th of Jan 2026 at 04:44 pm

    I have two versions of the Trend systems, one triggered, one did not. The one that didn't triggered has better stats a PF of 14 vs 7.8 so I decided to stick with the one that didn't trigger that has higher stats

    and no second entry on the ES mean reversion

    as I stated I have

    Posted by matt on 20th of Jan 2026 at 07:25 pm

    as I stated I have two versions of the SPY Trend mean reversion, one went long one did not, see image.  I could have issued an alert on the version that triggered, but I figured why not be conservative for now.  The one that triggered has a profit factor of 7.8 with 84.75% winning trades and 223 total trades.  The one that didn't trigger has a profit factor of 14, with 89% winning trades, and 190 total trades.  The one that triggered makes about 10% more over the lifetime since 1995.   Maybe I could have issued a 1/2 long etc, but again I have enough things to track and didn't want to make it more complicated 

    meaning LONG SPY?  or LONG

    Posted by sandiegosam on 20th of Jan 2026 at 02:47 pm

    meaning LONG SPY?  or LONG SPXU?

    would be SPY 1st entry,

    Posted by matt on 20th of Jan 2026 at 03:00 pm

    would be SPY 1st entry, SSO 2nd entry, UPRO 3rd etc

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