Update for Bandwagon
I just applied a walk-forward update for Bandwagon. I updated the stop to be more dynamic with a max amount of $1500 (instead of max $750). Also, I revised the filter for short trades around FOMC meetings and minutes release days. This increase in stop amount makes a pretty dramatic difference, especially for this year. Below is a comparison. The more dynamic and larger stop loss will hopefully adjust to volatile periods better going forward.
Original Bandwagon ES:
Updated Bandwagon ES:
Original Bandwagon NQ:
Updated Bandwagon NQ: