20DMF_RT

[Pascal]

The 20DMF will issue a short signal if we close below the -0.11%.
However, the RT system uses -0.176% because of the intraday higher volatility.


Pascal

[Harry]

Inverse ETF's must confirm (>= +4%) for the short, correct?

[Pascal]

The ETF confirmation is only when you short from a BUY signal.
Here, we short from a Cash signal, which means that we are not in a first pull-back in the uptrend.
In such a case either the Inversed ETF going above 4% OR the 20DMF closing below -0.11% will trigger a short signal.



Pascal

[pdp-brugge]

Pascal,

Yesterday the average TEV extension of the four inverted ETFs ended above 4%.
Does this qualify for a 20DMF short signal?

[Pascal]

Pascal,

Yesterday the average TEV extension of the four inverted ETFs ended above 4%.
Does this qualify for a 20DMF short signal?

Yes, it does and the 20DMF issued a short signal.
Note that we are a mathematical error from the signal since the inversed ETFs closed only slightly above 4%.
Friday was options expiration, which could stretch signals out.

However, it is a short signal.



Pascal