How are you guys adapting trend following algos to this choppy 2026 market? My win rate dropped 40% since January

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How are you guys adapting trend following algos to this choppy 2026 market? My win rate dropped 40% since January

Been running a momentum-based trend following strategy on ES and NQ futures for 2 years. Historically solid Sharpe (\~1.8), but 2026 or to be precise from near end of 2025 has been brutal.

I have tried:

  1. Tightened stops

  2. Loosened stops

  3. Added ADX filter (>25)

My Questions:

  1. Are you running mean-reversion overlays during suspected chop?

  2. What regime detection are you using? (HMM, volatility percentiles, something else?)

  3. Have you reduced position sizing across the board or rotating to different asset classes?

Posted Apr 1, 2026, 8:41 PM UTC

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