Went Short on the S&P 500

The long position held for quite a while, mostly because of the initial downturn in late May and early June (the system is strongly contrarian). After staying out of the market for a couple of days, I am back in, this time on the short side. Since the expected position for today was short, my stay out of the market saved me from a relatively significant loss today. All this is random and pure luck however, I am only mentioning it as a curious observation.


  1. jon says:

    Why the market going up? This is 3 trades in a row! Unlucky!

  2. ivannp says:

    What can I say … 🙂

  3. Hao says:

    Have you ever run any market forward testing? rather than just back test.

    1. ivannp says:

      If you mean walk-forward tests – yes.

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