Analyzing the nine markets in the SR CounterTrend II Portfolio from yesterday, in Market System Analyzer. We found some dependency rules to boost the hypothetical profits by approximately $100K with only an additional $600 risk. I just started testing the Market System Analyzer tool so I need to verify.
Market System Analyzer is not my tool (I wish) but you can get a free trial here.
After two winners in a row, we increase by 1 contract. After two losers in a row we reduce position size by 1 contract. Nice backtest results without doing anything "too fancy".