The Currs column shows the signal for 10/20 for each strategy. That was surprisingly tricky to get because the accounting part of the algorithm has no interest in today until the close. The win/loss numbers are pretty consistent between 1x and 3x equities. Zomb1 goes long when at least 12 of the other strategies are… Continue reading 10/20/20 Current Signals
Day: October 20, 2020
10/20/20 – xCF, Gap 3 Closed
The up gap on Oct 8 was more or less closed yesterday. I'm not sure the steroid-stimugap from the previous day counts a lot. The main gap is still Sep 28, ridiculous as it might appear to suggest SPY might actually revisit numbers below 330. Hoping to be able to display the current signals correctly… Continue reading 10/20/20 – xCF, Gap 3 Closed