Skip to content

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

From → Uncategorized

Leave a Comment

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

%d bloggers like this: