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://lilydiwe403550.national-wiki.com/2319852/how_one_trader_discovered_the_real_problem_case_study_the_execution_shift_that_changed_everything_what_happens_when_you_upgrade_your_broker_the_real_story_of_execution_optimization_from_frustration_to_consistency_the_hidden_shift_that_worked