Reference your answer to the last post/question by Roy.
If your intent was to go to cash on the close of 10/20,
should your Trading Model Results graphic be corrected to show
the black line beginning on 10/21 and not on 10/16?
The system is mechanical and I never change (or adjust) the computed forecast
or trading position results. What you see on the charts are the unmodified output
of the forecast and trading models. To answer your question, I checked the graphics
software and I believe chart is correct.