Report updated August 31 2023
Out of sample September 5 2022
Day trading Emini/micro Nasdaq system different to all the others.
Supports pyramiding, but results not shown for that as I can't automatically update pyramiding reports.
Disclaimer, In May 2023 version 3.11 was released. (free upgrade from version 3.0)
This has over halved the current draw-down.
Two additional filters were added, and I hope to roll these filters out to other systems as time permits.
My opinion is the draw-down is due to extremely difficult market conditions, after the most extraordinary good market conditions.
Regardless be careful to trade systems with conservative leverage in this time.