im amazed at your spreadsheet.
it distills a very complex system down to a manageable solution, and can be modified accordingly. amazing work.
couple things tc -
1 what is the logic behind a profit stop
based on your data provided-
2 i noted on a quick look at two dates - that atleast couple of major drawdowns were during nasi downturns when nasi below 0 , and trending below -250. that has been a killer in my past experience, for example in oct 2005, and it turns out, for instance to also have been the case in both oct 1987 and possibly sept 2001.
may be a case to therefore consider override rsi 28 buy signal if triple nasi is negative( absolute value less than zero/trending below its 5 and 24/ value outside 250 to -250 zone/)during bear mode.
also on cursory look, it also appears that short signals may be less profitable when nasi over 300, but will check it out.
thx again.
btw- how to check different rsi and nasi cross values during bull/bear modes on spreadsheet?
many thanks
stocktrace