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Identifying Optimal Stop Loss

Hello all
Had a quick question relating to Stop Loss. What are different methods to use for identifying an optimal Stop Loss? For instance, percentage-wise for US equities?

This would be for a closing/end of day strategy.

I've learned of some other methods for identifying Stop Loss such as: percent method, support method, and moving average method, and 2 * ATR method. Does anyone have experience with using any of these and how they performed? Any suggestions?

Thanks!