How are you guys adapting trend following algos to this choppy 2026 market? My win rate dropped 40% since January
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:
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Tightened stops
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Loosened stops
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Added ADX filter (>25)
My Questions:
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Are you running mean-reversion overlays during suspected chop?
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What regime detection are you using? (HMM, volatility percentiles, something else?)
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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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