Riskless,

The advance notification was correct in that the model was going to fire a buy the next day. The percentage change amount of was off.

Where the advance notification said  "If the MTR-TM closes up x% on the next trading day and Market Up Signal will fire..."   The x% was off, but the forecast for a buy was correct based on the system logic.

The forecast is made by taking the close and adding $1 to it attempting to see if a buy signal will get generated the next trading day.  Based on other rules the market may actually close down the next day and a buy would still fire, as it did in the case. What needs to change is this: Take the close minus 30 points, starting adding $1 to it to see a buy will fire. Reverse the logic for sell signals.