Getting back most of yesterday's losses. We are about -150 per E-mini since yesterday. Today, the live results for the 200K Portfolio was +$6,500 and the live results for the 50K Portfolio was +$1,900. The hypothetical results were +$6,555 and $1,965 respectively.
There were only 4 trades on the Nasdaq today so we went 4 for 4.
Additional points:
There were some gaps in the NYSE data.
There were no trades until noon EST - which is highly unusual.
Bull markets are stealth.
I am excited about some research that really improves the portfolios when only using strategies that use NYSE TICK and ADV/DECL. Still working on it.
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