10/2/20 – Probable xCF

Hard to get too excited about the over night news, which was apparently more important than the debate because SeekingAlpha mentioned it. The SPY gap on Monday clearly closes at 328.73, but the early morning SPY low just went down to Monday’s low at 331 something. That situation may be resolved next week.

Probably, excess timidity saved me from going long overnight. The xFF signal was weak. Based on the 26 strategies analyzed, only 8 had buy signals. Returns drop off if there are less than 12 buy signals on a given day. I’m pretty sure I will still be timid going into the weekend.

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