Your broker has likely stolen your strategy. They have teams of people in Croatia whose sole job is to determine what their clients are doing and then they front run the trades out of offices in Brazil. Brazil has a no-extradition treaty with respect to securities laws so that’s why all the offices are there. you should be safeguarding your strategy. Are you executing random stocks and futures? Are you spreading between different brokers? Are you sending fake WiFi signals from your house? Some of these brokers are known to park vans outside of their customer’s homes to read the WiFi signals
Considering this thread was started on April 1st, going to say it's a nicely done joke that got many people to seriously reply. Well done
Known him a while, I don't think OP is joking. My first thought is how can you judge the performance after only a week with only 5 sharpe? You need like 30 sharpe or something ridiculous to judge in 1 week, and even then it's questionable. My own strategies also made no money in the last week, it's unusual but happens from time to time. I don't have any reason to believe they are permanently dead until months have passed. Second, if you have new competition it's more likely somebody else just figured it out rather than stealing it. Third, there's nothing you can do regardless. It's not impossible that it was stolen, but there's no way you can prove it. Fourth, all systematic inefficiencies die eventually unless they are structural. Enjoy while it lasts..