Strategy Central

[capt_jmj]

Steve, one additional note on our implementation of the R3, the lookback (or persistence) periods for each index is different, i.e. SPY=2, SPX=0, DJX=1, CME SPX=0, and for the reverse R3, the values are 0,5,1, and 0 respectively. Of course, those values may be unique to the R3's contribution to the Merlin summation algorithm, e.g. =Q5677*$Q$27+R5677*$R$27+S5677*$S$27+T5677*$T$27+U5677*$U$27+V5677*$V$27+W5677*$W$27+X5677*$X$27+Y5677*$Y$27+Z5677*$Z$27+AA5677*$AA$27+AB5677*$AB$27+AC5677*$AC$27+AD5677*$AD$27+AE5677*$AE$27+AF5677*$AF$27+AG5677*$AG$27+AH5677*$AH$27+AI5677*$AI$27+AJ5677*$AJ$27+AK5677*$AK$27+AL5677*$AL$27+AM5677*$AM$27+AN5677*$AN$27+AO5677*$AO$27+AP5677*$AP$27+AQ5677*$AQ$27+AR5677*$AR$27+AS5677*$AS$27+AT5677*$AT$27+AU5677*$AU$27+AV5677*$AV$27+AW5677*$AW$27+AX5677*$AX$27