I noted the confusion of using only "LONG" and "CASH" to show the signals as the rules call for the trade to occur the day after the signal. Thus, I will add a third option, "SIGNAL" to show that a signal has triggered and a trade will be opened or closed at the end of the next trading day. For example, the LONG signal triggered yesterday, but the trade opened today, so yesterday shows "SIGNAL" and today shows "LONG."
For more on the POS Index and the trading system, visit: POS Market Scores History Explained
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