Volatility has been good in the ES the last few weeks and the method is performing well. The big winners are compensating for the losses in chop. Have you tested this in lower volatility ?
Long 2076.75 -3.75
Total: +66.75 (14w,25l,1b/e)
Short 2076.50 -0.25
Total: +66.5 (14w,26l,1b/e)
Long 2069 +7.50
Total: +74 (15w,26l,1b/e)
Short 2069.5 +0.50
Total: +74.5 (16w,26l,1b/e)
Long 2074.5 -5
Total: +69.5 (16w,27l,1b/e)