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.
He began reviewing https://thejillist.com/story11747752/how-one-trader-discovered-the-real-problem-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-changed
