The markets did nothing this week, and our systems did very little to match that. Another power of systematic trading is that because we wait for statistically significant events to occur to trade, we sidestep the chop that is dangerous to so many traders.
I took the time to refine the alerting of our new day trading systems, which I look to launch to everyone next week. (Stay tuned)
To express our edge more often I have increased dramatically the amount of possible orders for the MR and Pullback setups. This allows us to slightly increase our reward while lowering smoothing out drawdowns.