I am suspending my trading today. Likelihood of 5 consecutive losses in a loosing streak, given it is a loosing streak, is only couple of percent. This chart is created using last 6 month of trading data as available on Collective2 web site. This is first time in 6 month 5 losses in a row has happened. According to system's vendor max loss run since inception is 8. I will be watching if the system returns to a more reasonable win/loss distribution.
Very high likelihood that the system is broken.
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