is it possible some one has stolen my strategy?

Discussion in 'Automated Trading' started by trend2009, Apr 1, 2021.

  1. I have a successful trading strategy, which is very profitable and the logic is easy to understand. the strategy has a sharpe ratio of 5, over 200% returns per year, but the capacity is quite small. anyone who spends 3 hours will understand what I am doing. the strategy has been working very well for over a year. but since last week, its filling rate suddenly dropped to half of the usual, as if someone is using the same strategy to compete with me. the total trading volume of the stock does not change that much. my broker looked into my trades a few times when they contacted me about excessive order activity and advised me how to reduce the submission. so i suspect someone stole my strategy, or market has been changed to adapt to my strategy, or the market volatility cooled off during the last two week, or it is spring break, more parents took kids on vacation so fewer individuals played the stock ?
    Last edited: Apr 1, 2021
    murray t turtle likes this.
  2. In a word, "NO". If your strategy were actually any good, you'd have to CRAM IT DOWN THE THROATS of others. IOW... nobody will believe you for a LONNNNNG time and until you show superior results. If that's not your case, don't worry about it.
    JSOP likes this.
  3. SunTrader


    Only you can answer that.
  4. the result is indeed superior and impressive. even though it has only one year running, but since it is day trading, after hundreds of thousands of trades, no drawdown during market bull and bear, it can mean something.
  5. zdreg


    10 0ther geniuses coincidentally came up with your strategy. Now the world knows about it. The market adapts to high return strategies bringing them down to avg, returns
    Actually, I think your post is an April fool's day joke.
    formikatrading likes this.
  6. guru


    Very unlikely.
    I actually have such strategies and I believe I know how you're trading. It may be just too illiquid for me, but others can trade just like you. There are tens of thousands of people working on strategies every day and improving them. When they see something working well then they continue improving it and putting more money into it. It's actually surprising that no one was competing with you for so long, but at some point this can and does change.
    Especially since you figured something out then someone else can do the same.
    Last edited: Apr 1, 2021
    TooEffingOld likes this.
  7. 1 year is meaningless.

    My system had a sharpe in its best year of 6 and returns much better than 200%.
    But its average sharpe is less than 2.
    ITM_Latino, TooEffingOld and guru like this.
  8. Yes. It was me. :sneaky:
    Ninja and JSOP like this.
  9. %%
    NOT likely anyone stole it;
    but since you broker did not like what you were doing=thats partly your answer.
    Total volume should be down with a short week/some most likely saw the $ame pattern.
    3 figure % >more than 100% COULD GET ANY persons ATTENTION; may come back in APR\MAY, but summer trends to be weak. 1999,1987/ 2009 dont happen much, but not a prediction.............................................................................................
  10. d08


    Very possible but how would you or us know. Imagine you're a lowly CS guy at a broker, taking a fairly simple strategy means easy money. Especially when they have access to so much data so easily.
    #10     Apr 1, 2021
    murray t turtle likes this.