

When I first built these tables and looked at y0>t0, I new this was worth something.
After the close, we know the yKwatz is certain. If OC is positive, yKwatz will be y1; if OC is negative, yKwatz is y0.
From an advice point of view, a reasonable interpretation is to add back the extra longs that were taken last Friday and sold Tuesday morning.
It is a soft mistake to mechanically buy at the close. The accounting I’m showing is based on the close. If you want to play the buy at close game, go ahead. My take is, it is better to use human judgment when selecting an entry or exit point. Look at trading instructional books, and they probably all say follow the signals like a pre Jan 6 Mike Pence Android. Where’s the fun in that?