The NQ , YM get stopped out from the trail stop, and the TF and the ES do not get stopped out and you catch a nice trend which covers the trend that you missed on the NQ and YM.
Scenario 2 is you get stopped out of the NQ and the YM on your trail stop but the TF never gave you a signal. However the ES did give a signal and you caught a trend for the day or week or year.
This is how being diverse as in trading correlated markets can help you. Had you only traded one of the indices your chances of being able to catch a trend has diminished. This can go across the board from indices to bitcoin , etc.