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I wasn't stopped out at the open.
Looking at the 5 day chart on the RT, the divergence between MF and price you spoke of yesterday is still quite clear. Looking at the MF from the low to now, money has moved in and the price has dropped. Even looking only from the EOD signal (above the -1.45%), money has clearly moved in and the price has dropped.
To me, this is a real test not of the algorithm or even RT vs. EOD, but indeed of the more fundamental issues: is MF relevant to price? I believe it is indeed relevant.
I'll watch the MF carefully today, but for now I'm staying long with a stop.
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