Thanks for your discussions about my DARWIN. My first headache here (experience growing ).
While I understand your sentiment, @Tomcat, I can tell you that it's full systematic trading, as noticed by @CavaliereVerde.
It wasn't a try to squeeze/beat the market but, indeed, a huge increase in opposite signals : post-analysis shows a clear "frantic" behaviour in DAX about volumes and buy/sell orders.
Four periods analyzed :
10h - 11h : Still not sure about underlying reasons
11h - 13h : It acted as there was an impressive increasing "pressure" on pre-news data
13h - 14h30 : It acted as a "standby" phase before pre-news data
14h30 : News data release that finished to rot such day (for our system at least)
As previously said, we can't avoid to insist on very extraordinary low volumes/volatility on DAX. Many factors are converging as max stagnation period. Trying to define the common factor. Is DAX (as other markets) waiting, once and for all, to get clear answers for Brexit issue (March 29th) ?
Anyway, let share your questions / comments !
Have a nice day (and let's hope a better week...).