In my model, a bought Oversold trade is interrupted (returned to cash) when the signal falls back to oversold again.
This is a protection mechanism that allows not to be dragged into a continuously loosing position.
If, on the next day, the signal reverses back above the OS level, then the model moves again into a buy mode at the end of the next day.
In short: you need to consider these as two different trades.
Indeed. It is easier for me to use the EOD price, as I know this price by the time the model is published, before market opens. Also, I consider that the RT system allows - or will allow - traders to act before the close if they wish to do so.
This is my mistake: I hurried myself somehow and probably typed the wrong title in front of the trade return.
I cannot check this out again, as I discarded this temporary calculation.
So, the best is to disregard my small table by type of trades of XLE. My point was simply to show that there was a discrepancy in your calculations.
Pascal