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How do I reduce slippage in fast, volatile markets?
You have got the execution down in normal conditions. Fast markets are a different animal, and some slippage there is not a flaw in you; it is the nature of chaos. Accepting that lowers the pressure that makes you rush. The traders who lose less in volatility usually do less, not more. They size down, use limits where they can, and skip the trades that only look good because everything is moving. Speed matters, but restraint matters more when the tape is wild. One small step: review your worst-slipped fills from the last month and mark which ones you should simply have sat out. The best fix is often the trade you do not take at all.