Q4 Results

After 3 very profitable quarters the fourth quarter was a losing quarter for the system. Overall the system lost in Q4 4.07 points on SPY, you can see below the statistics detailing the trades.

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The statistics:

Total Profit -4.07 points on SPY
Number of trades 28
Number of profitable trades 9
Average Profit per trade -0.064 Points on SPY
Most Profitable Trade 3.96 Points on SPY
Most Losing Trade 1.63 Points on SPY