I haven’t looked at the signals, but would bet they are all xFF.
The very mild weakness seen in the state transition to a New Year has once again resolved in the middle instead of the lower level. The lower level hasn’t even been reached in the month and a half sample period.
The xFF numbers are not that great, and the upper level has barely been profitable over the period. However, the CO win rate is 99%.
Keep in mind that I’m looking at this stuff for the first time myself. The 99% bothered me at first glance because you have 4 days. So why isn’t the win rate 100%? That is because the aggregated matrix is looking at the results of the 18 ETFs. So the 99% means out of the 18 * 4 = 72 aggregated days, one of the 18 had a losing day once. BTW, the 4 xFF signals appear in two clusters of consecutive days.
Based on that result, if you are long CO it has been a good idea to sell at the open, otherwise OC action would strip away all the profits.
This rally is apparently based on the view that the new administration will keep the economy stimulated in addition to the assumption that a peaceful transition has been assured. The giant couch potatoes might have some legal expenses to look forward to… an interesting sucker story to get some people to lighten up.