Hi all, I've been watching these threads and thought I would jump in. I've been trading this strategy since I joined Bright in August 07 and so far I've been pretty happy with it, especially the past month and a half.
So my results for the week:
2/4 - 8 fills, all short, 2 losers: +384
2/5 - 3 fills, all long: +535
2/6 - 7 fills, all short, 2 losers: +636
2/7 - 3 fills, 2 long 1 short: +255
and today:
3 fills, all long: +276 (YUM was good, could've held onto it longer)
Have a good weekend!
edit: BTW, I'm using 1000 shares in and out. Gotta build up my account first, heh.