hi eveyrone. am starting a journal for SPY trading using algo models but in a gray box approach. i am a full time prop trader and trade from an office in Toronto area. my philosophy is that software is good for providing boundaries for traders to trade within but traders can apply a higher level above a system to smooth out a trading system. the trading will be based on a 16 system portfolio of short term ES models. the signals are ported over to SPY and run through an autotrading app that allows for my interaction. the system is general 13/20 days up but my goal is to be higher than that and trade some upside for consistency. the approach has worked reasonably well. the journal will be based on live trades and i will post screen shots and statements Day 1 pre - mkt 3/5 days up on the sytsem with the last three positve. with the gap lower, i am thinking the risk is a sharp rally higher but not until we chop at the turn. this is the bread and butter so i will run the system at 50% using a slwo fill method.