We still have not achieved a full-ride (3:00pm –> 4:00pm) signal. The 3:00 signal was just shy of my signal by 4% on the dollar side. I did take a 3:20pm entry and 3:30pm based on a signal and growing imbalances. That produced a couple of points on each. Trades on the MiM are starting to add up for May.
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|Date Of Signal||Direction||x:00 Entry/Close||x:20 Entry/Close||x:30 Entry/Close|
|5/8/2014||Long||3.11 (xx:40)||1.24 (xx:40)||--|
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