. Long WFC 1.34%.
. Long RIO 0.46%.
. Long RF 1.37%.
. Long PFE 0.4%.
. Short MGM 0.32%. *
. Long LMT 0.34%.
. Short LYG 0.22%.
. Long JPM 0.31%.
. Short HPQ 0.4%.
. Long GS 0.87%.
. Short GLW 0.42%. *
. Long BHB 0.4%.
. Long MO 0.22%.
. Long MSFT 0.45%.
. Long HBAN 1.21%.
. Long GOOG 0.32%.
. Short FITB 0.36%. *
. Short AMAT 0.88%.
. Long AAPL 0.49%.
Strat: spread finder. Quantile 0.3. 3 days => 1 days. EOD support.
Result
.Long WFC. Enter at open $59.45. Take profit at $60.26 occur. Profit 1.34%.
.Long RIO. Enter at open $48.8. Take profit at $49.03 occur. Profit 0.46%.
.Long RF. Enter at open $17. Take profit at $17.24 occur. Profit 1.37%.
.Long PFE. Enter at open $36.78. Take profit at $36.93 occur. Profit 0.4%.
.Short MGM. Enter at open $32.88. Take profit at $32.78 occur. Profit 0.32%.
.Long LMT. Enter at open $318.69. Take profit at $319.78 occur. Profit 0.34%.
.Short LYG. Enter at open $3.61. Take profit at $3.6 occur. Profit 0.22%.
.Long JPM. Enter at open $105.79. Take profit at $106.12 occur. Profit 0.31%.
.Long GS. Enter at open $256.7. Take profit at $258.95 occur. Profit 0.87%.
.Short GLW. Enter at open $31.99. Take profit at $31.86 occur. Profit 0.42%.
.Short HPQ. Enter at open $20.88. Take profit at $20.79 occur. Profit 0.4%.
.Long BHB. Enter at open $28.12. Take profit at $28.23 occur. Profit 0.4%.
.Long MO. Enter at open $72.05. Take profit at $72.21 occur. Profit 0.22%.
.Long MSFT. Enter at open $85.26. Take profit at $85.65 occur. Profit 0.45%.
.Long HBAN. Enter at open $14.36. Take profit at $14.54 occur. Profit 1.21%.
.Long GOOG. Enter at open $1054.61. Take profit at $1058 occur. Profit 0.32%.
.Short FITB. Enter at open $29.85. Take profit at $29.74 occur. Profit 0.36%.
.Short AMAT. Enter at open $51.57. Take profit at $51.12 did not occur. Close at $52.54. Loss 1.88%.
.Long AAPL. Enter at open $173.63. Take profit at $174.48 did not occur. Close at $173.97. Profit 0.2%.
Testing Strategy Journal 