Commentary

10/27/20 – Mid Afternoon Signals, Smells like x30

x30 is the worst performing signal, but it does fine if trend following is active. Zmed1 begins to trend follow if 5 or more of the other 26 strategies are doing it. Zmed1 trend following hasn’t been active for several months. There is a possibility that Zmed1 trend following will be active today based on glancing at the numbers, but I don’t have an automated way of checking that like with the normal signals. I’m not planning on going long at the close here in any event.

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