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Bearish on SPY tonight…

February 19, 2013

I put seasonality and some pattern rules together for tonight… here’s the result of the backtesting.. clearly bearish with t-score gives more then 97,5% confidence. So I will short on the close tonight.

NT %W PF AW AL MAX MIN
36 36,11 0,38 0,14 -0,21 0,35 -0,66

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