Quiet month in terms of number of trades, but we hit our numbers. +4.53% for May which brings us to +36.40% YTD.
I've also been busy designing a new system, called TPO, another US stocks, mean-reversion based automated system, which is currently being papertraded. I couldn't trust any of my backtests with this one as it really does require intraday data to be accurately tested. So we'll run it for 6-12 months on IB's papertrader and see how the numbers stack up.
