Pascal,

Could you elaborate more on what the thinking was behind the IWM Robot "following" the last 20DMF non-cash signal?

If I understand the Model correctly, the Robot is trained to lean in the direction of the last 20DMF buy/sell signal when looking for a trade. I'm wondering why - if the 20DMF itself is neutral - the Robot doesn't approach the question of long/short in the same fashion, i.e., unbiased, when looking for new trades...until the 20DMF gives a new non-neutral signal.