Medium-term trend system for a US futures portfolio.

This is a system test for 10 years:

Started playing her 3-4 months ago and immediately fell into a drawdown. On the above graph, it is practically invisible due to the small scale., but for 3-4 months you can lose faith in her — who wants to get almost only losses during 3-4 Months.
This is an enlarged scale of the test for the last 3-4 months:

It is clear that it was all the fault of the saw, since the system is trending, but it's still unpleasant from the very beginning to go into a deep minus.

  Systems for stock indices
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