if i send order to buy 1 million, the order is filled rather quickly; but when the order is 600k, even if I buy at ask, or even beyond ask price, it can not get filled staying there for whole day.
when someone says trading is arts not science, only means he has not done systematic research of his strategy. if he has gone through that step, he will know which rule is useful, which is not, even his subtle instinct has some patterns behind it beyond his own realization.
you said you have holy grail, can you share with us what is the performance of the holy grail? is it day or swing trading? how many trades per day and how long does it hold position? profit factor, sharpe ratio, etc? or portfolia curve?
earning is different from profit. a company could have tremendous revenue but still in loss. but i do not know when calculate pe, the earning is net profit or something else?
if spy pe is at 19, it is not cheap .
where did you get that spy is yielding 5.2%? from dec. 2018-dec.2019, the total dividend of spy is 5.2 dollars, divided that by 300/share of spy, 5.2/300=1.7%, slightly lower than interest rate.
i met a great trader whose profit factor is around 5. he tried to pass his skills to his kids who are not interested either. maybe the kids do not object to free money if all the requirement for them is just one click on the robot.