Assuming today's SPY range does not break to the upside, I can predict the signal.
If SPY closes above 119.60: Sell longs and go 50% short.
If SPY closes between 119.21 - 119.60: Sell longs.
If SPY closes below 119.21: Hold longs.
Again, these numbers are only valid if SPY does not exceed 120.18. If it does, I'll have to update. Thanks!