Commentary, Methodology

10/20/20 Current Signals

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 long.

Currently, I’m looking at Nadex to see if binary options can be used to take advantage of that. IWM seems to play win/lose remarkably well with the strategies. Numbers over 800 are showing an 80% win rate.

The signal for tomorrow at midday prices for SPY is a buy for zomb1 (zombie 1) because 12 signals are currently long. Zcon1 (Zombie Consenso 1) is also long with xCC. This is close to changing to xFC however if SPY shows later day strength.

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