Algorithmic nightmare for the past couple of weeks.

Summary

• The author describes an algorithmic trading strategy on MES (Micro E-mini S&P 500 futures) that has generated 10 consecutive wrong signals on a 15-minute timeframe after the onset of the Iran war.
• Returns have declined from an average $2k/month to the first red month, with erratic price action (spikes on shorts, capitulations on longs).

• The post is a qualitative complaint seeking validation from the community, not a data-driven trade thesis.

• Quality assessment: Noise / anecdotal trader frustration – lacks rigorous analysis or clear actionable insight.