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Mean-Reversion Algo Update

The IBS algo bought the dip at the open of last Monday and exited at the open of Tuesday with 1.15% gain. The other three algos are in a long position.

Note that we recently started a mean-reversion algo position ledger with signal updates. This information is available to premium subscribers.

The blue circles in the SPY chart below show the most recent long signals (multiple long signals are ignored after the first signal) and the red the exit signals, as of the close of Wednesday, September 14, 2016:


It may be seen that IBS is flat and the remaining three algos are long. The WR2 and PSI5 generated a new entry signal yesterday for the open of today but they are already long and that signal is not marked on the chart.

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