Every StaxInvesting article covering min time between trades · 3 posts.
3 articles
A tight, directionless range manufactures the most frequent signals and the least follow-through at once, so a signal-following system over-trades it, bleeding the account through false breakouts and costs. How minimum-time-between-trades, concurrency caps, and reduced participation bound the churn, and the honest limit of each.
A hawkish Fed hike sent stocks down, then they rebounded the next morning as the guidance was read as reassurance, a reaction that unfolds and reverses over more than one session. How re-entry discipline, sizing, and loss limits bound the multi-session whipsaw, and why a daily limit bounds the day but not the sequence.
A four-day slide into an inflation print reversed the instant it landed, even though the number cemented a Fed hike, because the event resolving lifted the uncertainty that was suppressing the tape. How re-entry cooldowns, trailing behavior, and schedule control bound the whipsaw at resolution, and the honest limit of each.
