July 11, 2010

Mean Reversion System on S&P 500

This is an update for Mean Reversion System on S&P 500 on July 11, 2010.

With close of SPY (S&P 500 ETF) at $107.96 on Friday. My trading of SPY is still LONG. I'm long since 6/23/2010 at $109.23.

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