Dude, look, here's the deal. You say your strat has been working well for over a year. So let's say Jan 2020 to now. If your strat worked though record-breaking market-moves over the past 13-14 months, why is it failing now in this last week? You never did mention which instrument your strat is involved with. Indices, spot gold, an individual stock, FX, Gold futures, interest rates, distillates, spreads, option straddles and flys, diagonals?
It was the Spanish Prisoner Noorseekee Melon Drop. But it wouldn't ring any bells for you; you don't trade options.
That's because you options people are crazy. I say this with love. Even to dest, who barely tolerates me.