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@bonnieb Here's why it's unlikely to work: You are not generating any net alpha with your trading strategy. For example if you hold a basket of stocks which are representative of the overall market. For simplicity, let's assume the stock prices follow a random walk. Meaning prices can go up or...

@pollyb I think there's another side to promoter driven listings - family driven businesses hold a lot of control over the company. When the company starts performing like shit, ordinary shareholders have little control over corporate governance. The board rarely has the powers to remove bad...

@cookie34ss6 This is a fantastic answer and covers all major potential issues with OPs strategy. Ergodicity and expected return (5 and 6) are two of the most important things to consider when you use an automated trading strategy. The thing is, even if OP's strategy gives them a net positive...