- on monday 11/2/2009, 'SPY Gopher' generated an exit signal...
- the model's theoretical position posted a 2.41% loss, which is a bit greater than the average losing trade (1.79%)...
- the actual trade (ESZ09) posted a 1.54% loss...i exited a portion of the position early, which turned out to be favorable...
- this is the second loss for the model in a row...
- 'end of month/begining of month' weakness has been a theme for a few months now (august/sept, sept/oct, oct/nov) in the SPY/ES...
Memorial Day Week – Not as Bullish
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The week after Memorial Day performed quite well from 1971 to 1995. DJIA &
S&P 500 up 68% of the time, averaging 0.8% – DJIA up 12 in a row 1984-95.
NASD...
3 hours ago


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