Yesterday turned out to be one of the more frustrating selling into a buyer day scenarios. Fortunately, we happened not to be around to trade it. However, in the interests of maintaining the integrity of the system being demonstrated, here are the 3 entries of yesterday. Of the three, at least one and possibly 2 permitted a scalp exit. It would have closed the day on perhaps a 0.4% loss.
Today is a buyer day. As of now, there have been 2 buys which would have made back most of the losses from the previous day (not being at the screen, we also missed the gains from those two signals). There have been scalp outs on both. We are now in the territory of the equity curve where the system takes small gains and losses, more or less treading water until it catches a good trending trade.