Buy GLW at market open at ($x)
Take profit at ($x /0.987) during the day.
Close position EOD if take profit not executed.
Strat: 3 days look back, 1 day prediction. Spread finder: from open to high price. Compared to prediction ratio.
Result: enter $32.58
Take profit ($33.01) not occurred. Exit at EOD at $32.4.
Loss: 0.56%.
Testing Strategy Journal 