Weekly trend filter, MACD 5 week, Smoothed rate of chance 10-6. Daily entry on 20 day Donchian(25%) with 2 day MACD + SROC or 20 day 20-30 Williams%(75%) pullback Hard initial stop 0.5% below 20 day high-low Trailing stop 200%ATR 1.5% vs core equity position for entry
Equal weighting 10-10 long to short positions. 35% max open equity vs core equity 6 positions a day max, 3-3 long to short. Medium to high risk profile.