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simply speaking:

if the index is stable all week but fall 4 % on Friday: you stay in

then on Monday  it falls 4% and stay there all week, you are still in: after a 8% fall which can repeat itself again and again;

I acknowledge your normal exit might trigger but in that scenario:

the market has fallen 8% in 2 sessions, yet all is good for that weekly detection

 and potentially if tuesday to friday have been disastrous you would still wait till the next Monday to react

All good for a long slide down, not for a big crash

I would prefer a : if the index falls by more than say 4.5% (could be different value now) in 5 last session, sell all;

if the week had been shifted to the blue lines I added below (roughly, just to share the idea), would you have exited?That is my worry in a nutshell

[ATTACH=full]112303[/ATTACH]

have a great week end