Finally had a good week. It was a little hard to follow as the closing prices ended near system switch points, leading me to initiate a new rule (to use the 3:50ET price as the price to judge long or short) if the system depends on that day's closing price for the call. This should make the system much easier to use and not significantly change the returns as only a relatively few days will make the call different than the close. One caveat to that statement is, if strong volatility comes back to the market then I will have to reconsider.
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