After doing months and months of straight back testing, Walk forward analysis, live testing, and flinging poo at the wall, I have come to the conclusion that it is better for me to just pack up and take the summer (June to mid august) off, than to trade using my swing trading strategies during that month. Does anyone else have seasonal strategies that you also (or accidentally) employ?
I find my P&L suffers when I work in a month ending in an R or a Y, so after backtesting this 10 years I have decided to only work 4 months out of the year.