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.
This realization https://totalbookmarking.com/story21397075/how-one-trader-discovered-the-real-problem-case-study-the-execution-shift-that-changed-everything-what-happens-when-you-remove-execution-friction-the-proof-of-execution-optimization-from-frustration-to-consistency-a-trader-s-transformation