Subject: Re: Chart: timing with Nas100 RS screen
I tested trailing stop losses today on the startegy; only at the 35% loss level was it an improvement.
The winner is:

35% trailing stop

Compared with baseline:

CAGR: 19.06 → 19.18
Sharpe: 0.702 → 0.714
MDD: −54.7 → −46.1
Beta: 0.700 → 0.669
Recovery: 1892 → 1629 days

And the trigger frequency is surprisingly low:

about 0.27 positions/month