Month of May has been bad for the system: 36 trades closed, only 8 winners. Avg May winner is $305 and avg loser is -$190: bad. Right now there are 19 open positions, out of which only 3 are short, making me feel unconfortable if market goes further down. In conclusion, next two weeks will determine if system is worth 3-4 stars or if it is simply not capable of dealing with other than a steady trending market.

So far looks like a well managed strategy with trailing stops and profit targets. Keep up the good work!