Other than sheer luck, the most plausible explanation for your diminishing returns is that you found a strategy that worked _at that point in time_, other people copied it (starting with your broking firm), and as that strategy became more common your ability to make money disappeared.
I work in the industry, this happens all the time. Trading strategies have a shorter half life than you may think.
Other than sheer luck, the most plausible explanation for your diminishing returns is that you found a strategy that worked _at that point in time_, other people copied it (starting with your broking firm), and as that strategy became more common your ability to make money disappeared.
I work in the industry, this happens all the time. Trading strategies have a shorter half life than you may think.