Walk-forward Update for Cheetah Vol
With the increase in price and intraday volatility of the Russell 2000 since Cheetah was first created, it is a good time to make a walk-forward update for the size of the stops used. Going forward a volatility based stop with a maximum of $750/contract will be used (currently stop is $375/contract). Since this will double the max loss per trade, only one trade per day will be allowed. This way the max loss per day will still be $1500 (plus slippage and commission).