u/Romanator9

https://preview.redd.it/h4hu3stvevah1.png?width=1078&format=png&auto=webp&s=2406f83a63a524a63122602b008440e3bd5ec945

I play on controller and really enjoy gaming most when my accuracy is dialed in. My average Slayer accuracy sits around 55%, but when I’m fully locked in and hit 60%, it feels incredible. It’s wild seeing higher-tier players consistently pushing close to 70%+, especially a lot of them on keyboard and mouse.

I’m just getting back into Halo and usually run solo, but I’d love to start squading up with people. If you’re down to play, add me and let’s run some games.

GT: Wired Sniper

Account 1

Account 2

Same strategy, a few changes - here's what happened (screenshots attached)

I run the same strategy across two accounts, but changed a few things on Account 2: capped myself to a max of 2 trades per day, and sized up slightly - 15 micros vs 10 micros on Account 1. Entries, exits, and everything else about the strategy are identical.

Both are $150K Lucid Flex accounts.

Here's the side-by-side:

Metric	Account 1 (no cap, 115 trades) (3 Month sample)	Account 2 (2-trade cap, 21 trades) (2WK sample)
Net P&L	$5,179	$7,496.5
Trade win %	30.43%	47.62%
Day win %	51.61%	66.67%
Profit factor	1.23	2.51
Avg win / avg loss	$804 / -$287	$1.25K / -$451
Zella Score	57.19	73.62

What changed: two variables - trade frequency (capped at 2/day) and size (15 micros vs 10 micros). So this isn't a perfectly isolated test, but here's the breakdown of what each likely explains:

Size-neutral metrics (frequency is the driver here, since win rate and profit factor are ratios, not dollar amounts):

• Win rate jumped from 30% to 48% just by cutting the lower-conviction trades. Trades 3, 4, 5+ in a day were quietly dragging my accuracy down.
• Profit factor nearly doubled (1.23 → 2.51) — same edge, way less noise, regardless of size.
• Day win % improved too (51.6% → 66.7%).

Dollar metrics (these are inflated by the extra size, so take with a grain of salt):

• Avg win/loss grew ($804/-$287 → $1.25K/-$451) - partly better selectivity, partly just bigger position size.
• Net P&L was higher on fewer trades ($7,496 vs $5,179 across 21 vs 115 trades) , but the bigger size is doing some of that work, not just the trade cap.

Other observations:

• Equity curve is noticeably smoother - fewer red days bleeding into the uptrend.

Caveats: Account 2 is only 21 trades over about 2 weeks vs. 115 trades over roughly 3 months on Account 1, so it's a much smaller and more recent sample. Also, since I'm sizing up on Account 2 (15 micros vs 10), the dollar-based numbers aren't a clean apples-to-apples comparison — but win rate and profit factor are, and those improved the most. I want to see this hold up over the next 60-100 trades before I call it confirmed. Still, it's a pretty compelling early signal that overtrading was quietly eating my edge.

Curious if others have tested something similar - did capping your daily trades change your numbers this much, or was I just an especially bad overtrader?