Wow, that was an ugly Open. I was dropping my son off at daycare, so I wasn't in front of my screens to watch it. My stop orders were in place and they were hit:
'NDX 1st DOM':
The Modeled position (NDX) posted a 1.12% loss, worse than the Average Losing Trades return of -0.47%. The actual Trading position (NQU09) posted a -0.90% loss (including commissions), somewhat better than the model.
'NDX Summer Rally':
The Modeled position (NDX) posted a 1.29% loss, slightly better than the Average Losing Trades return of -1.45%. The actual Trading position (NQU09) posted a -1.53% loss (including commissions), somewhat worse than the model.
Dusted myself off and I have moved on. Another model may generate an Entry Signal for today's close. If it triggers I will post about it later.
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1 hour ago
Adam,
ReplyDeleteNice talking with you today, as always.
Have a great holiday weekend, my friend.
Best,
JE
always good talking with you JE!
ReplyDeleteenjoy your time away from the screens...
adam