Shared by
metp2202
Tags:
mean reversion
mean reversion scalp attempt on AlF, purely base on tape, I saw weakness coming and thought that we could get a reversion to vwap.
Execution detail:
| Date/time | Symbol | Qty | Price | Position |
|---|---|---|---|---|
| 2021-06-25 10:17:31 | ALF | -750 | $16.723 | -750 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -800 |
| 2021-06-25 10:17:33 | ALF | -100 | $16.710 | -900 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -950 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1000 |
| 2021-06-25 10:17:33 | ALF | -7 | $16.710 | -1007 |
| 2021-06-25 10:17:33 | ALF | -10 | $16.710 | -1017 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1067 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1117 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1167 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1217 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1267 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1317 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1367 |
| 2021-06-25 10:17:33 | ALF | -33 | $16.710 | -1400 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1450 |
| 2021-06-25 10:17:33 | ALF | -50 | $16.710 | -1500 |
| 2021-06-25 10:18:00 | ALF | 750 | $16.770 | -750 |
| 2021-06-25 10:18:17 | ALF | -75 | $16.715 | -825 |
| 2021-06-25 10:18:17 | ALF | -25 | $16.715 | -850 |
| 2021-06-25 10:18:17 | ALF | -400 | $16.660 | -1250 |
| 2021-06-25 10:18:17 | ALF | -250 | $16.660 | -1500 |
| 2021-06-25 10:18:55 | ALF | 750 | $16.420 | -750 |
| 2021-06-25 10:19:08 | ALF | 16 | $16.490 | -734 |
| 2021-06-25 10:19:08 | ALF | 734 | $16.490 | 0 |
Leave a comment about this trade!
You need to log into your Tradervue account to leave a comment. If you don't have one,
it takes
just a few seconds to sign up, and it's free!