GDX Robot Reverses To A Long Position - March 26, 2012

[Pascal]

It strikes me the porosity level should not only be adjusted for volatility, it should be adjusted for gaps. To me it's normal with the gap up, it would be sold off slightly. Had we gapped down this morning I bet we wouldn't have seen the MF go below zero. IMHO

Dave

This indeed could be an inde for further improvements.
As of now, the GDX RT has turned to a short position and will revert to a long if/when we revert above the + porosity level.

I will post the trades track record in a few minutes.



Pascal

[Pascal]

This indeed could be an inde for further improvements.
As of now, the GDX RT has turned to a short position and will revert to a long if/when we revert above the + porosity level.

I will post the trades track record in a few minutes.



Pascal

Attachment 13596

The EOD and RT trades are attached.

Pascal