'SPY Gopher' generated an Exit Signal for Wednesday's Close, 7/1/2009.
The Modeled position (SPY) posted a 2.45% gain, nearly twice the average trade return of 1.2%. The actual Trading position (ESU09) posted a 2.48% gain (including commissions), slightly better than the model.
This profitable trade created a new high for the model's Equity Curve (shown above).
The position was held for 5 trading days (http://stbsmb.blogspot.com/2009/06/spy-gopher-generated-entry-signal-for.html).
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