1. How do you identify when the market has stopped responding to your statistical edge before the drawdown becomes too significant? 2. What internal metrics do you monitor to detect a decline in execution quality even when your PnL still looks “normal”? 3. In highly algorithmic markets, what signs make you believe a move is genuine absorption rather than engineered liquidity? 4. How do you adapt your risk management during volatility expansion without damaging the overall expectancy of your system? 5. Which part of your edge do you believe is the hardest for other traders to replicate: contextual reading, execution, emotional control, or statistical management — and why?
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