Field note · High Volatility

Slippage spike erases paper edge

Realistic (execution-adjusted) PnL trailed naive PnL by ~9pp across hundreds of benchmark trades during a volatility surge.

Takeaway

Exit-side slippage modeling matters more than entry tuning in this regime.

Aggregated, anonymized launch-market research. Not financial advice; not a trading service; no profit guarantees. Numbers reflect benchmark methodology, not user returns. “Realistic” metrics are execution-adjusted benchmark outcomes (slippage, fees, failed exits, conservative fills as modeled)—not a guarantee of on-chain live trading results. No private configs, wallet addresses, raw trades or strategy logic are exposed.