Update: Mean Reversion System on S&P 500

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This post is about an Update of Mean Reversion System on S&P 500 on July 13, 2010.

I sold my SPY at close of day for $109.66 (purchased at $109.23). The system called for Sell SHORT of SPY. I didn't execute the short. I'll do so tomorrow morning if the market gap up.

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