830pm: I could've lived without the pop at the end of the day, but the buy signal held on.. barely... I covered all my shorts and took a 50% long position & 50% cash. The average price of the system's short position was TNA 79.71 back in March. So the loss was pretty substantial (-9.85%), but not as bad as it could've been I suppose. I will have a system update post this weekend describing a new technique for determining the health of the market, and thus better identifying which code to use for calculating signals. Going forward, I think this will be a significant improvement. I'm excited to see how it works. Backtesting shows vastly superior results versus the previous method. More details this weekend. Hope you enjoy yours.
3pm: Our entry price keeps getting better and better. Loss on my short position is shrinking as well. Buy signal is even stronger. Just a few points away from my 1320 target.
2pm: Still a solid buy.
11:20am: If the market closed right now, we'd be looking at a buy signal. I'm not sure if it will last but I'll update prior to the close.
No comments:
Post a Comment