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
yeah sucks though, I think
Early FYI mean reversion systems SPY/MES futures
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