larry, my system is focused on trading ndx eod via profunds funds uopix (long) and uspix (short) and it works like this:
(1) i enter a position long or short when i get a signal
(2) i exit the position after 1 day unless i get another signal in the same direction
(3) two exceptions to rule (2):
(a) when the ndx change for the day is around zero i may stay in the position for another day (depending on the signal)
(b) in the case of several signals i will stay in the position until the exit point is reached (which may be a certain candle pattern or a certain % gain, or a predetermined percentage stop loss)
(4) in addition, occasionally i will trade spx eod via profunds when a strong spx signal is present and i don't get an ndx signal
(5) some of my signals are generated not by ndx charts but by charts of spx, sox, vix, or vxn
(6) the key to understand my system is this: i look for patterns with high probability of success
to answer your question directly: effectively in most cases i will stay in the same position for more than 1 day (typically 2 days) due to recurring signals on consecutive days in the same direction..i don't have any stats on that though
feel free to ask me questions at any time
good luck
george
p.s. market moves are secondary to me...my primary focus is to keep validating/adjusting my system as i get new data every day