Reminder if SPY closes green today, the system flips to healthy mode and cuts loose half of the short position. Judging by the market reaction to the 10AM news, this is looking more and more likely. (Or not!!?! 11:25am)
November wrap up
The system is 100% short averaged in at TNA 41.61. TNA needs to drop below this level in order to avoid 2 losing trades in a row. The failed buy signal back on Nov 16th ended up costing the system a good chunk of change, but it still managed to finish the month off on a positive note (+ 7.35%) thanks to the strong performance the first half of Nov. Not counting this (losing) short trade we are in, the system is up 35% for the year.