Delta Neutral Update...4 year returns......02.25.2019

I've edited the performance metrics a bit to reflect 4 year results.  This system works best in periods of volatility as can be seen by the varying slope of the DN equity curve over 4 years.  Low volatility equals flat performance....which can extend for months...but when volatility kicks in we start to mint money with little of the risk exposure that a directionally biased move would create.
The volatility trigger (SET LIMIT STOP)  has been set at 1.9%... a value that can fluctuate significantly depending on the current volatility environment.  During the course of the past couple years we've seen the BEST ODDS LIMIT STOP range from a high of 3.8 to a low of 1.0 ...close to the current level.  If we adjust the SET LIMIT STOP value lower we generate more trade triggers, greater returns BUT a greater risk of reversal drawdowns.......that;s just the tradeoff inherent in using this methodology.  For now we'll stick with 1.9% in anticipation of a volatility pop and a big payday.
Note that back on the Feb 5th post of the DN model trades were triggered 169 out of 250 days (68%) while in a longer lookback of 1000 days trades were triggered only 533 or 50% of the time.