Went Short on the S&P 500

Time to close the long opened on May 8th and take the other side. This long trade was short and sweet – about a 1.1% gain.


  1. alexandre says:


  2. paul says:

    Amazing! are you using the Garch Arma model?

    1. ivannp says:

      Nope, it’s a simple indicator based strategy. It has its moments. 🙂

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