Looks like the joke was on those poor saps (like me) who didn’t expect a 10 point up move in SPY because of seasonality or whatever. Guess the all time high was the job on hand, I’ve got it 3 cents short today. Remember when we had all that trouble with the 3 and 7 day?
A new article was submitted a few minutes ago. Trend following mode is different since I changed closing price weighting. That has been off since the end of July, but another difference is that Neo-Classical signals are used so xCF is always long. The current state of the art is long on xFF, XCF, and xCC. xFC is a decision for a human but flat for the computer.