you are truly geniusLet me guess. Your amazing strat is buy low sell high, and sell high buy low.
Did i get it right? Took me 3 seconds, not 3 hours. So your strat is worth nothing. Sorry to burst your bubble.
you are truly geniusLet me guess. Your amazing strat is buy low sell high, and sell high buy low.
Did i get it right? Took me 3 seconds, not 3 hours. So your strat is worth nothing. Sorry to burst your bubble.
Let me guess. Your amazing strat is buy low sell high, and sell high buy low.
Did i get it right? Took me 3 seconds, not 3 hours. So your strat is worth nothing. Sorry to burst your bubble.
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 ?
So you're the one who figured it out and stole it! I should have known.
you are truly genius
Dude, look, here's the deal.
You say your strat has been working well for over a year. So let's say Jan 2020 to now.
If your strat worked though record-breaking market-moves over the past 13-14 months, why is it failing now in this last week?
You never did mention which instrument your strat is involved with. Indices, spot gold, an individual stock, FX, Gold futures, interest rates, distillates, spreads, option straddles and flys, diagonals?
You never did mention which instrument your strat is involved with. Indices, spot gold, an individual stock, FX, Gold futures, interest rates, distillates, spreads, option straddles and flys, diagonals?
it is not failing. i can not get as many fills as before, still very profitable, but half of before
It was the Spanish Prisoner Noorseekee Melon Drop. But it wouldn't ring any bells for you; you don't trade options.