Here’s where the story becomes interesting: nothing was wrong with the strategy itself. What was failing was something far less obvious—the environment in which those trades were being executed.
Individually, these https://victorlqsz172456.plpwiki.com/7613125/how_one_trader_discovered_the_real_problem_case_study_from_inconsistent_to_profitable_what_happens_when_you_remove_execution_friction_the_before_and_after_of_execution_optimization_from_frustration_to_consistency_the_hidden_shift_that_worked
