On 31/1/20, BA fell sharply as the five positions didn’t get exited, when the market opened lower and fell over 1%. Lost about $1k. Long term this system has positive expectancy.
Simultaneously, near term lean hogs fell sharply on coronavirus fears. I had a spread which was long a longer dated future and it made over $1k. Combined with other trades, my net gain was $1k on the day.