COT Reddit Mentions | ChartExchange

so for the last \~30 days i let 10 of my systematic strategies run live on paper (NQ, 1 contract each, with commission + slippage included, nothing fancy). i wasnt really looking at the single algos but more at the *style buckets*, because i wanted to see which type of edge is actually working right now and not just one lucky strat.
heres how the 5 styles did over the month:
* breakout (4 algos): **+57.6k**
* mean reversion (2 algos): **+8.9k**
* positioning / COT (1 algo): **+3.4k**
* calendar / post-opex (1 algo): **−26k**
* trend following (2 algos): **−36.7k**
https://preview.redd.it/a8kjpbefrfah1.png?width=1800&format=png&auto=webp&s=c646e8396a8a5fd34137ac084dedd6df34bdb8ce
what i take from this is mostly regime. the last weeks were pretty choppy/rangy on NQ and you can see it in the data: breakouts and mean reversion catch the moves, while trend following just gets whipsawed and the calendar one had a bad opex window. not really surprising if you think about it, but nice to actually see it instead of just feeling it.
the point for me is NOT that breakout is "better". in a strong trend year the whole picture flips - trend following carries everything and mean reversion bleeds. thats exactly why i run all of them and dont try to guess the regime, i just let the uncorrelated ones cushion each other. net was +7.1k across the 10 this month, breakout basically carried it.
what im actually curious about: do you guys try to regime-switch (turn styles on/off depending on conditions) or just run a diversified book and eat the drawdown on the styles that are out of favor? i built a regime detector once and honestly never got it to beat just running everything, so im pretty skeptical it works.