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Shorting the night…

November 19, 2012

This night there’s a horrible seasonality both on SPY and NDX.. highly bearish. And a bearish pattern too on NDX. I considered a new filter too. And also this is highy bearish.  I list first the %winning and then the profit factor of this new filter:

23,3—0,66

Terrible… isn’t it?

Here’s the pattern:

NT %W PF AW AL MAX MIN
13 23,08 0,57 1,6 -0,84 2,89 -1,46

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