In summary

These findings underscore the critical importance of minimizing slippage in trading strategies to maximize profitability. Strategies that can effectively manage execution costs and reduce slippage are better positioned to achieve consistent, positive returns for investors.

Therefore, when considering the performance of quantitative strategies and their associated metrics, it is imperative to factor in the potential impact of slippage and take measures to mitigate its effects.

Careful risk management, precise execution, and the use of advanced trading tools are essential elements in maintaining a sustainable and profitable trading ecosystem.