The recent relative weakness in the 3 and 7 day averages is painted over near midday, but the numbers probably won’t remain the same.
Days should be divided by 7. The aggregated signals for July are showing a different look than May – June. Note xFC has been losing, and xCC has been winning.. Close to Open continues to play well. CH/CL is favorable except for xCC and xFC.
The summary table is Classical Specter/FF5 (without trend following). With trend following, the algorithm stayed long all month. Note SOXL, LABU, and TQQQ are not playing traditional flat periods profitably now.
