Tuesday, February 21, 2012

SP 500 intraday bias 2/21/12

At 10:00 AM the bias is negative, suggesting sell the rallies intraday.

2 comments:

  1. I haven't done the exact math but it seems that your bias really offers an edge. Nice work. It is not easy to get a consistent intraday edge.

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  2. Thanks, Adi. It's pretty good for a quasi-mechanical indicator. Still fine tuning it!

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