Wednesday, November 4, 2009

'SPY Gopher' generated an Exit Signal at the Close on Monday 11/2/2009



  • 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...

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