On 8/28, 3 trading days before Labor Day (8/28/2013) was triggered, System should have exited on 8/29/2013 at the close with a 0.16% profit. I am sure some people with intraday trading skill would have made close to 0.7%.

On 8/27,  Connor RSI 4 triggered (again) on 8/27/2013 was triggered and it is still open. As I mentioned before, the MAE is a little too high for my personal taste.

Sept is going to be interesting… I don’ know how to navigate the comment section so just email me at gambulator@gmail.com.