Bearish on SPY… tonight bears are back!
Seasonality i mildly bearish with only one filter on:
NT | %W | PF | AW | AL | MAX | MIN |
17 | 41,18 | 0,39 | 0,16 | -0,28 | 0,36 | -0,84 |
And here’s the bearish pattern (i considered the huge gap up of today in the backtest):
NT | %W | PF | AW | AL | MAX | MIN |
7 | 14,29 | 0,02 | 0,07 | -0,61 | 0,07 | -1,14 |