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What i mean is that your weekly check is a daily check done on friday night:

 is there a way your DD reduction is not a strike of luck because the last crash was timed well for that check?

What if the crash had started  2 days later, would your same code not have missed the whole exit by a week? and so you would have been hit much harder?

That's all what i mean.Conceptually, if i was to trigger such an exit, i would do it along these independence from crash start.just because we have too few historical data with such crashes,  means we can not sorely  rely on thatmarch backtest for timing..yet need to take the scale of the crash into account

And genuinely interested in your work.

Hope i am not confusing you, or seem to belittle you, in no way the idea.

being in a middle of a move, i do not have enough free time to spend researching properly that area..yet as you, i believe it is needed now