yeah sucks though, I think we've had like 4 or 5 ghost signals
the last month, every one would have worked, but none stayed until
the close, so officially the daily mean reversion systems have been
flat
Posted by timebandit on 9th of Mar 2026 at 06:20 pm
Totally sucks, which means an opportunity exists. There is a
trade there around ghost signals. With experience, the right
parameters and trade discipline will emerge. Probably need to start
tracking them, accumulate some data.
Yes -I will try to keep reporting these because I've seen this
probably 50 times (guessing) over the last 5 years. The thing
is, you can't backtest this because these are daily systems, so
when you look back at the chart you can only see the close, you
can't see what the systems would have been doing intra day.
Now...you could probably guess by seeing pullbacks and
if there's big candlewicks where the market was much lower that day
you could probably guess there might have been signals at the lows
of those candles.
my strategy with these ghost or phantom signals is: take
the long intra day in the morning etc, and if the market stays down
that day and the system confirms on the daily close, keep the
position. But if the signal is gone by the close, exit and you have
a nice day trade
of course with the bounce off the lows the QE BTS signal is now
now showing a possible long
the CCI system still is
remember I've talked about those 'ghost' signals where a mean
reversion system is meeting conditions for a long only to go away
intra day on a market bounce - and if you had taken the signal in
the morning when the system was meeting conditions you would have a
nice trade
Newsletter
Subscribe to our email list for regular free market updates
as well as a chance to get coupons!
Early FYI mean reversion systems SPY/MES futures
Posted by matt on 9th of Mar 2026 at 10:17 am
two sub systems are showing possible longs today on the 21 mean reversion systems for SPY
- CCI Long, and QE BTS - if these conditions hold, would be 1st entry longs on SPY ETF
not seeing anything on MES futures
LOL sucks, man those 'ghost'
Posted by matt on 9th of Mar 2026 at 04:06 pm
LOL sucks, man those 'ghost' long signals from the QE BTS and CCI longs on SPY that were meeting trigger conditions this morning.
of course those signals went away with the big move off the lows
anyway once again we see morning signals would have played out
Thanks for the heads up
Posted by timebandit on 9th of Mar 2026 at 04:58 pm
Thanks for the heads up on those early signals, Matt. Very helpful to have that info.
yeah sucks though, I think
Posted by matt on 9th of Mar 2026 at 05:15 pm
yeah sucks though, I think we've had like 4 or 5 ghost signals the last month, every one would have worked, but none stayed until the close, so officially the daily mean reversion systems have been flat
Totally sucks, which means an
Posted by timebandit on 9th of Mar 2026 at 06:20 pm
Totally sucks, which means an opportunity exists. There is a trade there around ghost signals. With experience, the right parameters and trade discipline will emerge. Probably need to start tracking them, accumulate some data.
I bot some MES when
Posted by dakotadj on 9th of Mar 2026 at 05:42 pm
I bot some MES when you mentioned that it had signaled an entry. I appreciate those heads up on those early signals.
you are awesome! congrats! Yes -I
Posted by matt on 9th of Mar 2026 at 05:59 pm
you are awesome! congrats!
Yes -I will try to keep reporting these because I've seen this probably 50 times (guessing) over the last 5 years. The thing is, you can't backtest this because these are daily systems, so when you look back at the chart you can only see the close, you can't see what the systems would have been doing intra day. Now...you could probably guess by seeing pullbacks and if there's big candlewicks where the market was much lower that day you could probably guess there might have been signals at the lows of those candles.
my strategy with these ghost or phantom signals is: take the long intra day in the morning etc, and if the market stays down that day and the system confirms on the daily close, keep the position. But if the signal is gone by the close, exit and you have a nice day trade
I took /ES march long
Posted by steveo on 9th of Mar 2026 at 08:51 pm
I took /ES march long at 6767, nice quick move up. Thinking to set a stop just above purchase to ensure Trump doesnt do something crazy, LOL
of course with the bounce
Posted by matt on 9th of Mar 2026 at 11:59 am
of course with the bounce off the lows the QE BTS signal is now now showing a possible long
the CCI system still is
remember I've talked about those 'ghost' signals where a mean reversion system is meeting conditions for a long only to go away intra day on a market bounce - and if you had taken the signal in the morning when the system was meeting conditions you would have a nice trade