If you are a gambling person, there's good likelihood that market will bounce. At least judging by how my equity provide support for the NDX
I'd be interested to see some actual trades the algo has taken. Would it be possible to show a typical day's trading - entry price and time, exit price and time, and size ? Any day, doesn't have to be recent. Also, does it take trades in the overnight session, or just the US open session 09:30 - 16:00 ?
Oh OK then. I don't want to reverse engineer your system, just interested to see at what times your algo enters and exits the market.