Bad news... this is my first losing month with this system. It also didn't trade much which makes it horribly boring to watch.
Good news... only down 25 bucks in 30 days , given past performance and data from back testing this should not be terribly alarming.
at a point like this it is tempting to freak out. Did I curve fit? did something fundamentally change with the contract that breaks my system? When you run into those scenarios it is wise to look at your test data and see.. how many consecutive down months did I have during testing? ..Ok then run monte carlo simulations to see the worst case scenario.
given all those factors the system is still within expected norms.
In fact the only thing I don't like about it is that I've developed other systems that are far more profitable on this instrument so it is tempting to kill this system in favor of another. Alternatively I could open another account with my broker but I'd prefer to avoid that. Another option is to simply use this system as a "signal" along with the other systems. Basically merge the systems to see how they perform. I'm mostly in favor of merging the systems since both trade very infrequently. if I do this ill post my test results and just keep sharing the results of the new system once a month or so.