I am in the process of making a mean-reversion trading strategy. The current winning percentage I am getting is 67. However, the strategy tends to incur many, many consecutive losses in periods of sustained downtrend. For instance, during the 2008 financial crisis, it would probably have 20-30 losses in a row. If I were to implement the strategy as is, I would get almost wiped out in a sustained downtrend. Anyone mind sharing a way to filter out trades during periods in which markets collapse?