Quote Originally Posted by pdp-brugge View Post
Ok
Why did the XLB model go from bought oversold to short?
Hasn't the XLI model the equal rules as the XLB ?
XLI is now in Oversold and therefore, cannot turn to short.

XLB went from Bought Oversold to an internal "bought protected" mode when it crossed above 0 and the to a second bought protected mode when it fell below 0 but stayed above its average. On Friday, XLB fell below its average but is staying above the Oversold level. This means that the model detected that the Buy signal failed and turned to short because "there is still room for money to move out." The XLB model will turn to cash if the MF falls into OS and will turn to buy if it crosses above the average level. We are working on the automatic settings of these levels on RT graphs, but this is taking longer than what I expected.


Pascal