 After the reversal on Friday and the gap and run today we have taken some of the potential upside out already. Digging in to the 3 day holding period I am seeing 56% of trades winners and the average winner is 1.19% and the average loser is -0.96%. This is reflected in our slight lean to the bullish side.
This evening I published a study on the CNN Fear Greed Index regimes and various holding periods in those regimes. It's pretty cool and I'd recommend you check it out over on my Substack. Have a Great Night! DJ
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Dave JohnsonI'm Dave Johnson, a former investment advisor and quantitative system developer with over 30 years of experience building and trading mechanical systems. These days I focus on rules-based research, honest backtests, and sharing what the data actually shows. Archives
June 2026
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