Hang in there bud, from what I've seen of your trading you will be whole soon, I took some lumps recently too shorting the dow and then naz, and have developed a new model.
I still don't completely understand and I won't ask any more questions for now, but let me expound on my interpretation of your model which has not failed yet.
The signal is only valid for the S&P as it is broader market, but if it hits it likely carries over to the naz and dow. And it is only valid if on the prior day at any time it did not hit. On days where it hit the prior day at any time you are on your own.
I backtested it for a few months and have watched it since and have not seen it fail on the high or low, of course it will eventually but not yet.
I'm all cash at the moment. Need a new closing high on the Naz to go long, or pull back to a major trendline, otherwise very nimble intraday only. Appreciate your board. Good luck.
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