Here is the data.
I believe that if in three days, we did not hit the stop loss and IWM is closing higher than yesterday's close, we will not do better than a "wash" on the trade. At least this is what the stats says.
In that case, we will refrain from trading new IWM Robots positions until the 20DMF issues a signal, because it means that past stats are not applicable and that the environment is on stealth QE3.
Pascal
Stats_1_26.xls