Something has changed - a while ago

[PeterR]

TY Pascal,

The phases you spotted are interesting.

Here are the dates to your trend line breaks.
(It is a bit subjective)

RTH-Buying vs the normal eth time series of the ES futures:



here are the percent returns for the selected dates:
(I hope I have no error in the steps)



here are the means of the above:



I have not adjusted for a buy&hold base line.
And 2x 2 signals overlap.
But I think a trend line break is not a strong enough signal for a short.

Maybe for T+1, but this is more like a momentum play
(going with a breakout for a day).