This flag became a program pick — the audited trade is in the track record.
What followed
Date
Close $
5-day avg.
vs flag close
09 Jul
91.33
93.87
+0.0%
10 Jul
92.21
93.44
+1.0%
13 Jul
91.79
92.76
+0.5%
14 Jul
90.09
91.81
-1.4%
15 Jul
87.27
90.54
-4.4%
16 Jul
87.84
89.84
-3.8%
17 Jul
85.73
88.54
-6.1%
The rule flags the close; the
strategy's exit is the first close above the 5-day average, or six trading
days, whichever comes first. Shown for research — not every flag is traded.
Research chart
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