It is really interesting to look at the signals real time. Despite the less than stellar performance so far, this process has yielded valuable insight.
It was probably a mistake on my part to imply that the strategies were ready for live trading. However, the overall shift in focus from performance over time to detailed analysis of current conditions was correct.
These periods of under performance will happen, and they can last awhile.
If the market holds around here, the signal will be x30 going into the weekend.
Interesting that the 21 day averages, the last xEM character, didn’t flip to 0 yesterday.
I’m trying to work out how to analyze all 4 of the xEM characters at one time.
Note that x30 (blue column) has been the worst performing signal by far for the last 3 years. It is also interesting how it’s neighbor x33 has been the best.