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://adrianavmup391985.wannawiki.com/1351898/how_one_trader_improved_performance_overnight_case_study_same_strategy_different_broker_different_results_what_happens_when_you_remove_execution_friction_the_real_story_of_execution_optimization_from_frustration_to_consistency_what_actually_change