The levels are changed depending on the market volatility , trying to avoid what americans traders call "whipsaws". They are abrupt impulses that can cause false signals that mislead to the system to operate.

This system has never lost money in any year since the markets of futures ESX in 1998 was created, neither lost through the 7 last years of DAX futures market. it's easy to verify its stability through a walk-forward test and seeing a "tightening test" of his parameters. If you download the system and try different sets of parameters choosen by chance, you'll see how London system maintains his perfomance. In the worst case its smallest loss it's small. We stressed that the philosophy of this system is to look for results 12 months sacrificing benefits in order to get more stability.