Action in SPY on Friday was interesting in that it nailed the exact price advertised by a phantom bar (or a bad tick) that had occurred on Thursday. Near the end of trading Friday, another bad tick/p-bar showed up back up at 146.81. These "targets" seem to get taken out more times than not, so it wouldn't surprise me to see a move up sometime this week.
(Click to enlarge)
I had a chance to update stats. For simplicity and consistency, I just used TNA for long and short trades. I will incorporate XIV and VXX (depending on contango) beginning in 2013. Had I used XIV for longs in Sept, returns would've been higher. I had a pretty good finish to September thanks to XIV despite being down much of the month.