In excess of any more stretch of time, There's not often a statistically substantial autocorrelation in substantial frequency returns. If there was, then the above might be applicable which would dampen the effect. Column nine: Affect of cancellation / amendment – PnL from trades cancelled or improved on The existing https://pnl42985.bloggazza.com/33100230/the-single-best-strategy-to-use-for-pnl