Buy The Cash Close...Sell The Cash Open

Can you be a little more specific. Consider 2 accounts One 5K and the other 100K

I'll play SPY

 

So you were up about 100 points, gave most of it back, but still made money.

Where's that long trade for today's close?

And what's your threshold for pain, where is your Stop?

 

About an hour before the market opens and... you are down around 200 points on this trade.

 

As Ive said it does not work 100% of the time. Do your home work. I'm not going to hold your hand.

 

Some alpha in this. Was too noisey for me to make work on its own, but seemed to work ok when added with some other predictors, good thread