Is there a reason NYSE listed stocks might behave quite differently to NASDAQ stocks? With a similar sample size > 150 for each exchange I'm presently making 2.27 x as much per trade from NYSE stocks as I am from NASDAQ stocks with my system. This ratio has remained persistently high since I started tracking it and there is no bias with how I treat stocks from each place. I expect this is just randomness but thought I would ask a question here as I don't have the experience to know if I'm missing something obvious.