ETF Reversal System

This is an ETF system that I have backtested and begun trading. I am posting all of the trades that I am taking from the system. The system enters and exits on the close and has an average of a 3-4 day holding time.
 
I received a PM about how I trade this system. I generate the signals about 30 minutes before the market closes. Then I take the top signals(up to 10 total positions) and put in Limit on Close (LOC) orders to enter the positions. The exit signals are traded the same way - using LOC orders.

If you want to trade this system live you can try it out free for a week getting live signals via twitter (backtesters.blogspot.com) or just follow the results here as I'll be posting the trades and exits after the close.
 
Current holdings:

(7/5) Short URA @ 12.28
(7/5) Short HAO @ 28.60
(7/5) Short TAN @ 7.20
(7/5) Short EPU @ 38.60

Exit if Close Below:
Cover URA below 12.04
Cover HAO below 28.24
Cover TAN below 7.11
Cover EPU below 37.62
 
As of 3:35 looks like no new positions for today.

Potential Exits at the Close:

Cover HAO below a close of 28.48

URA and EPU aren't close to exits.
 
Trades to date:


Entry Date Symbol Action Entry$ Exit Date Exit $ Return
7/5/2011 URA Short 12.28 7/11/2011 11.88 3.26%
7/5/2011 HAO Short 28.6 7/8/2011 28.31 1.01%
7/5/2011 EPU Short 38.6 7/11/2011 38.27 0.85%
7/5/2011 TAN Short 7.2 7/6/2011 7.09 1.53%
 
Back
Top