Could anyone take a look at these two systems and have a look? One has an additional filter that is cutting profit, but does do a good job of staying out of some hairy times. Check out the equity curves. The system trades a basket of 1400 US equities with sufficient liquidty (not very strict actually since I'm a little fish.) I am getting a bit better at broad market analysis and am tempted to switch between them depending on my outlook for the broad markets. I will not discuss the core of the system, but I will talk about the money management, which is nothing more than an ATR ratchet max risk stop at 2%, plus a cap on positions as a percentage of equity. The system does a bit better with just a risk-based stop at 1% but I'm not comfortable with that. It does look like it might work better with just a percentage of equity, but I've seen risk-based stops work better quite often so I'm probably going with that. Returns are also better without the equity cap, but gap downs happen. The system does not use margin. Thank you.