Quote from JSSPMK:
I have been having a rather weird streak of events recently, where I use same method as before, yet results seemed to have flipped from consistently profitable to the opposite, due to vola increase I had to decrease size obviously. Quite frustrated at the moment, maybe I ought to just short & forget about going long.
It used to have stable range for ES, be that 16, 20, 24 pts.
Thus a sell off extreme usually lands the daily range right there at the same time.
Now, daily range changed into a variable. So you may want to wait for the range to extend a bit more for the ride that you intended to hold longer.
