Wednesday, October 21, 2015

Updates of the 1 and 2 week pullback systems....10.21.15

Here's what the 1 and 2 week pullback systems look like for this week as of Monday's close.  These samples use only SPY and AGG as inputs but we'll look at several other permutations tomorrow if time permits.  We're just monitoring these setups for now in the face on on-going volatile flux..  Keep in mind these are mean reversion systems, not momentum based and our current choppy markets make the signals somewhat suspect.  Note that both systems favor SPY for this week (through Monday's close).