Mincer #23 Started on Tuesday to sell the squeeze from the "Vintage" system, calling it "Juice". And I just got on the market transition from the volatility of "2u" to "3". The system is completely formalized and it is very difficult psychologically due to the fact that you see the microstructure of the market. Increased volatility always tears to pieces any formalization. I had to trade vigilantly, trying to run out of bad deals on time. The reference system yielded 23 transactions per week and -2.3 points (with an average of +9.8 points per week). I have 8 deals and +1.3 points. On Friday, a crash occurred in the system - four transactions and all negative ones. I did not enter the two, but jumped out of two with +1 and +2 ticks. Size 1 ES. The general graph of the system looks like this: Formally, I am green, but strategically this is a troubling situation. Let's see what happens on Monday with volatility. In parallel, I was trading 3 MES scalping. From Tuesday to Friday, standard 3-6 points arrived per day. There is no sense in counting exactly how much - you still have to trade such size for at least two weeks.
In different phases of the market, profits are not so chocolatey. The ES commission eats up almost all profits and 16 hours in the market is hard. I changed the tool to NQ and the principle of a formalized system. Intraday. 5 hours in the market. Forwardtest.