So the system covered on strength today as it believes tomorrow will probably be an up day. However, there is a bit too much risk at this level to go long. If we happen to see a big up day tomorrow, I would put money on the system generating another short signal. Stay tuned and we'll see ya tomorrow.
Weird day today. Here are the final numbers.
Cover shorts and go to sidelines if SPY closes at 136.23 or higher.
Cover shorts and go long if SPY closes 136.08 to 136.22.
If below 136.08, hold shorts.