is it possible some one has stolen my strategy?

trend2009 said:
I have a successful trading strategy, which is very profitable and the logic is easy to understand. the strategy has a sharpe ratio of 5, over 200% returns per year, but the capacity is quite small. anyone who spends 3 hours will understand what I am doing. the strategy has been working very well for over a year. but since last week, its filling rate suddenly dropped to half of the usual, as if someone is using the same strategy to compete with me. the total trading volume of the stock does not change that much. my broker looked into my trades a few times when they contacted me about excessive order activity and advised me how to reduce the submission. so i suspect someone stole my strategy, or market has been changed to adapt to my strategy, or the market volatility cooled off during the last two week, or it is spring break, more parents took kids on vacation so fewer individuals played the stock ?
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I got 3 hours of free time, can you send me your strategy? I promise I will NOT trade on it or share it no matter how good it turns out to be.
 
trend2009 said:
I have a successful trading strategy, which is very profitable and the logic is easy to understand. the strategy has a sharpe ratio of 5, over 200% returns per year, but the capacity is quite small. anyone who spends 3 hours will understand what I am doing. the strategy has been working very well for over a year. but since last week, its filling rate suddenly dropped to half of the usual, as if someone is using the same strategy to compete with me. the total trading volume of the stock does not change that much. my broker looked into my trades a few times when they contacted me about excessive order activity and advised me how to reduce the submission. so i suspect someone stole my strategy, or market has been changed to adapt to my strategy, or the market volatility cooled off during the last two week, or it is spring break, more parents took kids on vacation so fewer individuals played the stock ?
More...

what's the capacity?
 
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