Note that 10th of October is before the trading period in this experiment. If anything, autoregression over shorter timescales would suggest entering after 10th of October being a good idea!
>>kqr+(OP)
Just noticed that it was after October 10th.
I'll still say that the trading period after October 10th has been brutally choppy. Only now do we have a clear direction (down) where you can at least short with some confidence