Why do my stops fill worse on the fast drops?
Been logging every exit for about six weeks now, mostly small caps off the premarket scan. Pattern I keep seeing: normal drift down, my stop fills basically where I expect. Sharp drop, same order type, same size, and the fill is somewhere else entirely. Is anyone else tracking fill quality by how fast the move was, or am I overthinking a small sample? That research piece here on the bid thinning out as the fall gets bigger lined up with what my log says, and the drop-off was steeper than I'd have guessed. So it's not my routing, it's just that there's less sitting there when I need it most.