I lean towards the decision to limit the risk per trade in trend-following systems for US futures with 1,5% to 1%. This is due to the fact that I am trying to balance the balance of fluctuations in equity volatility between systems for stocks and systems for futures.. And it still fails because, as soon as futures activity increases, be it trends or a lot of false breakouts, so immediately the influence of futures on the total equity becomes incomparably greater than that of stocks.
But, at the moment, this event is not entirely appropriate because trend-following systems are in a drawdown and a decrease in the risk per trade can lead to the fact that when the drawdown begins to exit, equity growth may not exceed the previous high equity, that is, in other words, growth will be less than usual. Это нехорошо, so I will wait for the new high in equity systems to be updated and only then will I reduce the risk per trade. Then the new drawdown after the new high will be smaller..
Here is the current position on trend tracking systems:
System No. 1
System No. 2
System no.? (новая, which instead of # 3 and # 4):
