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Bearish on SPY… tonight bears are back!

January 2, 2013

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

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