'SB IDX' generated an Exit Signal for this past Monday's Close.

'SB IDX' generated an Exit Signal for this past Monday's Close.

• The Modeled position (IDX) posted a 0.67% loss, which is slightly worse than the average losing trade return of -0.61%. The actual Trading position (EMDU09) posted a 0.28% loss (including commissions), 0.39% better than the model.
• Part of the reason for the better trading result versus the modeled result is that I purchased the trading position in the sunday night session at a better price (651.20) than the friday 4pm price (652.50).
• Another reason is that the EMDU09 moves faster than the underlying (IDX), and on friday at 4pm, the futures were selling off while the underlying wasn't.
• Prior to this loss, this model had 12 consecutive winners. The previous loss occured on 9/19/2006.