no changes....RSI oversold, RSI 40 longs holding, and hi mid lo
show holding on MES
QE 3.2 and RSI oversold longs holding on SPY
longs doing fantastic! clearly hi mid lo short on ES
taking a hit, but MORE than offset from the open longs - systems
are far more long than they are short. SPY has not shorts either.
you also see why I still issue trades for all the 22 systems
because once in a while you get one that takes some draw down or
early entry or whatever, but other systems offset that and
counteract it.
While I like the idea of placing all the systems on one chart so
that only one system can ever trigger (it's first come first serve)
while that's far simpler to follow because you only ever have 1
system that can be active and only 3 entries total (makes the math
easy) by odds once in a while you'll get the 'bugger' system that
enters too early or exits too early or whatever, and you then miss
the risk management and diversification the other systems will
offer.
The point of having 22 different mean reversion systems is
that they are all doing different things, and it's part of the risk
management because of the diversification. We've seen that
occur in real time with the systems lately when the RSI 40 went
long way too early on MES futures (but the other systems went long
later and at better prices to offset that). Now of course the RSI
40 is very profitable, even the first EARLY entry LOL. And
currently we have this 3rd entry short on MES futures taking heat,
however we have two open long systems on MES futures that more than
offset that. And of course two open longs on SPY
Matt, I know it would be my decision to make... your thoughts on
taking a short entry today on hi mid low since I missed 3rd entry
yesterday? I am not in any trades currently.
I mean just from the pure system perspective having not entered
the previous ones and considering entering today the first position
from risk/reward is superior. Doesn't guarantee it to be a
winner obviously but man such a superior entry over the system
by the way I looked at what would cause the the system to exit:
First off there's 3 small different systems in the Hi Mid Lo,
that's why it's called Hi Mid Lo, each one, Hi, Lo, Mid, is their
own system with their own settings and exit condition's.
the version that triggered dis the Hi version. It need
price to close below the 5 day SMA to close out. The other
two are even tighter (less risk) because the Mid short needs a
close below the 4 SMA, and the Lo short needs a close below the 3
EMA
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Mean Reversion systems on SPY and MES futures no changes and detailed discussion
Posted by matt on 9th of Apr 2026 at 02:36 pm
no changes....RSI oversold, RSI 40 longs holding, and hi mid lo show holding on MES
QE 3.2 and RSI oversold longs holding on SPY
longs doing fantastic! clearly hi mid lo short on ES taking a hit, but MORE than offset from the open longs - systems are far more long than they are short. SPY has not shorts either.
you also see why I still issue trades for all the 22 systems because once in a while you get one that takes some draw down or early entry or whatever, but other systems offset that and counteract it.
While I like the idea of placing all the systems on one chart so that only one system can ever trigger (it's first come first serve) while that's far simpler to follow because you only ever have 1 system that can be active and only 3 entries total (makes the math easy) by odds once in a while you'll get the 'bugger' system that enters too early or exits too early or whatever, and you then miss the risk management and diversification the other systems will offer.
The point of having 22 different mean reversion systems is that they are all doing different things, and it's part of the risk management because of the diversification. We've seen that occur in real time with the systems lately when the RSI 40 went long way too early on MES futures (but the other systems went long later and at better prices to offset that). Now of course the RSI 40 is very profitable, even the first EARLY entry LOL. And currently we have this 3rd entry short on MES futures taking heat, however we have two open long systems on MES futures that more than offset that. And of course two open longs on SPY
Matt, I know it would
Posted by brentfreeland2 on 9th of Apr 2026 at 02:53 pm
Matt, I know it would be my decision to make... your thoughts on taking a short entry today on hi mid low since I missed 3rd entry yesterday? I am not in any trades currently.
I bought some SPY puts
Posted by retirefire on 9th of Apr 2026 at 03:59 pm
I bought some SPY puts end of day, 1st short entry.
I mean just from the
Posted by matt on 9th of Apr 2026 at 03:01 pm
I mean just from the pure system perspective having not entered the previous ones and considering entering today the first position from risk/reward is superior. Doesn't guarantee it to be a winner obviously but man such a superior entry over the system
by the way I looked at what would cause the the system to exit: First off there's 3 small different systems in the Hi Mid Lo, that's why it's called Hi Mid Lo, each one, Hi, Lo, Mid, is their own system with their own settings and exit condition's.
the version that triggered dis the Hi version. It need price to close below the 5 day SMA to close out. The other two are even tighter (less risk) because the Mid short needs a close below the 4 SMA, and the Lo short needs a close below the 3 EMA